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Pierre Henry-Labordere, Nizar Touzi

Public reference bibliography and cataloged PDF materials authored or published by Pierre Henry-Labordere, Nizar Touzi.

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Branching diffusion representation for nonlinear Cauchy problems and Monte Carlo approximation

Year: 2018 • Source: hal.science • Listed PDF

We provide a probabilistic representations of the solution of some semilinear hyperbolic and high-order PDEs based on branching diffusions. These representations pave the way for a Monte-Carlo approximation of the soluti...