scientific article; zbMATH DE number 195176
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Publication:4693133
branching Markov processintegral representation theorymany-particle systemsmeasure- valued diffusionsMonte-Carlo methodspropagation of chaosWiener integral representations
Other special methods applied to PDEs (35A25) Representations of solutions to partial differential equations (35C99) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Functional limit theorems; invariance principles (60F17) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Monte Carlo methods (65C05)
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