Monte-Carlo algorithms for a forward Feynman-Kac-type representation for semilinear nonconservative partial differential equations (Q1746430)
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scientific article; zbMATH DE number 6864375
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| English | Monte-Carlo algorithms for a forward Feynman-Kac-type representation for semilinear nonconservative partial differential equations |
scientific article; zbMATH DE number 6864375 |
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Monte-Carlo algorithms for a forward Feynman-Kac-type representation for semilinear nonconservative partial differential equations (English)
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25 April 2018
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semilinear partial differential equations
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nonlinear Feynman-Kac-type functional
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particle systems
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Euler schemes
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0.8680339455604553
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0.8071580529212952
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0.7967240810394287
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0.7933565378189087
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