An algorithm for probabilistic solution of parabolic PDEs (Q5861989)
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scientific article; zbMATH DE number 7483534
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm for probabilistic solution of parabolic PDEs |
scientific article; zbMATH DE number 7483534 |
Statements
An algorithm for probabilistic solution of parabolic PDEs (English)
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3 March 2022
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Feynman-Kac
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Monte Carlo method
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parabolic PDEs
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pseudorandom number
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quasi-Monte Carlo method
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stochastic differential equations
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weak-discrepancy sequences
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