Numerical solution for the non-linear Dirichlet problem of a branching process
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Cites work
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- scientific article; zbMATH DE number 3215021 (Why is no real title available?)
- A numerical algorithm for a class of BSDEs via the branching process
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Cited in
(8)- Numerical solution of the Dirichlet problem for nonlinear parabolic equations by a probabilistic approach
- Numerical approach for stochastic differential equations of fragmentation; application to avalanches
- Markov processes on the Lipschitz boundary for the Neumann and Robin problems
- A resummed branching process representation for a class of nonlinear ODEs
- From Gaussian estimates for nonlinear evolution equations to the long time behavior of branching processes
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- \(h\)-transform of Doob and nonlocal branching processes
- Three classifications on branching processes and their behavior for finding the solution of nonlinear integral equations
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