Pages that link to "Item:Q974245"
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The following pages link to Monte Carlo solution of Cauchy problem for a nonlinear parabolic equation (Q974245):
Displaying 10 items.
- Numerical approximation of BSDEs using local polynomial drivers and branching processes (Q1691497) (← links)
- Branching diffusion representation of semi-linear elliptic PDEs and estimation using Monte Carlo method (Q2186658) (← links)
- Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474) (← links)
- Branching diffusion representation for nonlinear Cauchy problems and Monte Carlo approximation (Q2240887) (← links)
- Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← links)
- A numerical algorithm for a class of BSDEs via the branching process (Q2434758) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (Q2694433) (← links)
- Hybrid PDE solver for data-driven problems and modern branching (Q3133609) (← links)
- An Unbiased Itô Type Stochastic Representation for Transport PDEs: A Toy Example (Q5038297) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of high-dimensional semilinear elliptic partial differential equations (Q6645961) (← links)
