Colloque / Séminaire

SEMINAIRE LABO - Xiaolu TAN, Dauphine

Solving semilinear parabolic PDEs by branching diffusion processes

Abstract: We provide a probabilistic representation of the solution of semilinear parabolic PDEs, using branching diffusion processes. We then discuss how to use this representation to obtain a numerical algorithm to solve the PDEs.

Liste des horaires :