Branching diffusion representation of semilinear PDEs and Monte Carlo approximation
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Publication:1731144
DOI10.1214/17-AIHP880zbMath1467.60067arXiv1603.01727OpenAlexW2963197286WikidataQ114060563 ScholiaQ114060563MaRDI QIDQ1731144
Nadia Oudjane, Nizar Touzi, Xiaolu Tan, Xavier Warin, Pierre Henry-Labordère
Publication date: 20 March 2019
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1603.01727
Numerical methods (including Monte Carlo methods) (91G60) Applications of branching processes (60J85)
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