A Probabilistic Scheme for Semilinear Nonlocal Diffusion Equations with Volume Constraints (Q6091099)
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scientific article; zbMATH DE number 7770183
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| English | A Probabilistic Scheme for Semilinear Nonlocal Diffusion Equations with Volume Constraints |
scientific article; zbMATH DE number 7770183 |
Statements
A Probabilistic Scheme for Semilinear Nonlocal Diffusion Equations with Volume Constraints (English)
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24 November 2023
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Nonlocal diffusion equations
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Feynman-Kac formula
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stochastic differential equation
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transport
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exit time
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compound Poisson process
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Brownian motion
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