Branching diffusion representation for nonlinear Cauchy problems and Monte Carlo approximation

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Publication:2240887

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




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