Discrete Feynman-Kac approximation for parabolic Anderson model using random walks
PDEs with randomness, stochastic partial differential equations (35R60) Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Processes in random environments (60K37) Numerical solutions to stochastic differential and integral equations (65C30) Statistical mechanics of polymers (82D60)
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