Probabilistic representations of solutions of nonlinear PDEs

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...

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Bibliographic Details
Main Author: Penent, Guillaume
Other Authors: Nicolas Privault
Format: Thesis-Doctor of Philosophy
Language:English
Published: Nanyang Technological University 2022
Subjects:
Online Access:https://hdl.handle.net/10356/160914
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Institution: Nanyang Technological University
Language: English