Branching diffusion representation for nonlinear Cauchy problems and Monte Carlo approximation
DOI10.1214/20-AAP1649zbMath1476.35090arXiv1801.08794OpenAlexW3208281062MaRDI QIDQ2240887
Nizar Touzi, Pierre Henry-Labordère
Publication date: 4 November 2021
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1801.08794
branching processesGross-Pitaevskii equationnonlinear Klein-Gordon equationYang-Mills equationDuhamel formulafourth-order nonlinear beam equation
Monte Carlo methods (65C05) Applications of branching processes (60J85) Integral representations of solutions to PDEs (35C15) Initial value problems for nonlinear higher-order PDEs (35G25)
Related Items (5)
Cites Work
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