An approximation scheme for semilinear parabolic PDEs with convex and coercive Hamiltonians (Q5208749)
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scientific article; zbMATH DE number 7149736
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| English | An approximation scheme for semilinear parabolic PDEs with convex and coercive Hamiltonians |
scientific article; zbMATH DE number 7149736 |
Statements
An Approximation Scheme for Semilinear Parabolic PDEs with Convex and Coercive Hamiltonians (English)
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10 January 2020
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splitting
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Feynman-Kac formula
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Hopf-Lax formula
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viscosity solutions
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shaking coefficients technique
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optimal switching approximation
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0.7619708776473999
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0.7578096985816956
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0.7560747861862183
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0.7526546716690063
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0.7481751441955566
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