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Monte-Carlo algorithms for a forward Feynman-Kac-type representation for semilinear nonconservative partial differential equations - MaRDI portal

Monte-Carlo algorithms for a forward Feynman-Kac-type representation for semilinear nonconservative partial differential equations (Q1746430)

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Monte-Carlo algorithms for a forward Feynman-Kac-type representation for semilinear nonconservative partial differential equations
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    Monte-Carlo algorithms for a forward Feynman-Kac-type representation for semilinear nonconservative partial differential equations (English)
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    25 April 2018
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    semilinear partial differential equations
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    nonlinear Feynman-Kac-type functional
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    particle systems
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    Euler schemes
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