A fully nonlinear Feynman-Kac formula with derivatives of arbitrary orders (Q2690084)
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scientific article; zbMATH DE number 7663283
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fully nonlinear Feynman-Kac formula with derivatives of arbitrary orders |
scientific article; zbMATH DE number 7663283 |
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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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