scientific article; zbMATH DE number 195176

V. V. Nekrutkin, Sergeĭ Mikhaĭlovich Ermakov, Alexander Sipin

Publication date: 5 June 1993

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

propagation of chaos integral representation theory Monte-Carlo methods branching Markov process many-particle systems measure- valued diffusions Wiener integral representations

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Functional limit theorems; invariance principles (60F17) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Other special methods applied to PDEs (35A25) Representations of solutions to partial differential equations (35C99)

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