Stochastic viscosity approximations of Hamilton–Jacobi equations and variance reduction (Q6050023)
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scientific article; zbMATH DE number 7739214
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic viscosity approximations of Hamilton–Jacobi equations and variance reduction |
scientific article; zbMATH DE number 7739214 |
Statements
Stochastic viscosity approximations of Hamilton–Jacobi equations and variance reduction (English)
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18 September 2023
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Monte Carlo methods
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variance reduction
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Feynman-Kac formula
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Hamilton-Jacobi equations
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viscosity solutions
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