Probabilistic representations of solutions of nonlinear PDEs

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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書目詳細資料
主要作者:	Penent, Guillaume
其他作者:	Nicolas Privault
格式:	Thesis-Doctor of Philosophy
語言:	English
出版:	Nanyang Technological University 2022
主題:	Science::Mathematics::Probability theory
在線閱讀:	https://hdl.handle.net/10356/160914
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Nanyang Technological University
語言:	English

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