Probabilistic representations of solutions of nonlinear PDEs

• المؤلف الرئيسي: Penent, Guillaume
• مؤلفون آخرون: Nicolas Privault
• التنسيق: Thesis-Doctor of Philosophy
• اللغة: English
• منشور في: Nanyang Technological University 2022
• الموضوعات: Science::Mathematics::Probability theory
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/160914
• المؤسسة: Nanyang Technological University

We provide new probabilistic representations for solutions of nonlinear differential equations through the use of branching processes. These stochastic methods are used to derive local existence criteria and can be implemented for Monte Carlo simulations of the solutions. The first part of the thesi...