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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| 格式: | Thesis-Doctor of Philosophy |
| 語言: | English |
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Nanyang Technological University
2022
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| 主題: | |
| 在線閱讀: | https://hdl.handle.net/10356/160914 |
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| 機構: | Nanyang Technological University |
| 語言: | English |