A fully nonlinear Feynman-Kac formula with derivatives of arbitrary orders (Q2690084)

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A fully nonlinear Feynman-Kac formula with derivatives of arbitrary orders
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    A fully nonlinear Feynman-Kac formula with derivatives of arbitrary orders (English)
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    15 March 2023
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    fully nonlinear PDEs
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    quasilinear PDEs
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    semilinear PDEs
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    parabolic PDEs
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    gradient nonlinearities
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    branching processes
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    Monte-Carlo method
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