Probabilistic algorithms for numerical construction of classical solutions to the Cauchy problem for nonlinear parabolic systems
DOI10.1007/978-3-319-71504-9_35zbMATH Open1383.60054OpenAlexW2780868841MaRDI QIDQ1699888
Anastasija Stepanova, Yana Belopolskaya
Publication date: 26 February 2018
Full work available at URL: https://doi.org/10.1007/978-3-319-71504-9_35
Markov chainsCauchy problemdiffusion processesnumerical solutionssemilinear parabolic equationsprobabilistic representations
Probabilistic models, generic numerical methods in probability and statistics (65C20) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Semilinear parabolic equations (35K58)
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