Solving linear parabolic rough partial differential equations (Q2190037)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving linear parabolic rough partial differential equations |
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Solving linear parabolic rough partial differential equations (English)
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17 June 2020
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rough paths
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rough partial differential equations
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Monte Carlo
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Feynman-Kac formula
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nonparametric regression
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nonlinear stochastic systems
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