The solutions to a large class of non-linear parabolic PDEs are given in terms of expectations of suitable functionals of a tree of branching particles. A sufficient, and in some cases necessary, condition is given for the integrability of the stochastic representation, using a comparison scalar PDE. In cases where the representation fails to be integrable, a sequence of pruned trees is constructed, producing approximate stochastic representations that in some cases converge, globally in time, to the solution of the original PD
This paper presents a partial state of the art about the topic of representation of generalized Fokk...
With the pioneering work of [Pardoux and Peng, Syst. Contr. Lett. 14 (1990) 55–61; Pardoux and Peng...
A number of new layer methods for solving the Neumann problem for semilinear parabolic equations are...
The solutions to a large class of non-linear parabolic PDEs are given in terms of expectations of su...
We provide new probabilistic representations for solutions of nonlinear differential equations throu...
We provide a probabilistic representations of the solution of some semilinear hyperbolicand high-ord...
We study some probabilistic representations, based on branching processes, of a simple non-linear di...
We provide a representation result of parabolic semi-linear PD-Es, with polynomial nonlinearity, by ...
We study semi-linear elliptic PDEs with polynomial non-linearity and provide a probabilistic represe...
Abstract: In this paper we prove a stochastic representation for solutions of the evolution equatio
Dans cette thèse, nous proposons une approche progressive (forward) pour la représentation probabili...
We present an algorithm for the numerical solution of nonlinear parabolic partial differential equat...
A number of new layer methods for solving semilinear parabolic equations and reaction-diffusion syst...
A number of new layer methods for solving the Neumann problem for semilinear parabolic equations are...
A number of new layer methods for solving the Dirichlet problem for semilinear parabolic equations a...
This paper presents a partial state of the art about the topic of representation of generalized Fokk...
With the pioneering work of [Pardoux and Peng, Syst. Contr. Lett. 14 (1990) 55–61; Pardoux and Peng...
A number of new layer methods for solving the Neumann problem for semilinear parabolic equations are...
The solutions to a large class of non-linear parabolic PDEs are given in terms of expectations of su...
We provide new probabilistic representations for solutions of nonlinear differential equations throu...
We provide a probabilistic representations of the solution of some semilinear hyperbolicand high-ord...
We study some probabilistic representations, based on branching processes, of a simple non-linear di...
We provide a representation result of parabolic semi-linear PD-Es, with polynomial nonlinearity, by ...
We study semi-linear elliptic PDEs with polynomial non-linearity and provide a probabilistic represe...
Abstract: In this paper we prove a stochastic representation for solutions of the evolution equatio
Dans cette thèse, nous proposons une approche progressive (forward) pour la représentation probabili...
We present an algorithm for the numerical solution of nonlinear parabolic partial differential equat...
A number of new layer methods for solving semilinear parabolic equations and reaction-diffusion syst...
A number of new layer methods for solving the Neumann problem for semilinear parabolic equations are...
A number of new layer methods for solving the Dirichlet problem for semilinear parabolic equations a...
This paper presents a partial state of the art about the topic of representation of generalized Fokk...
With the pioneering work of [Pardoux and Peng, Syst. Contr. Lett. 14 (1990) 55–61; Pardoux and Peng...
A number of new layer methods for solving the Neumann problem for semilinear parabolic equations are...