CONVERGENCE OF A MONTE CARLO METHOD FOR FULLY NON-LINEAR ELLIPTIC AND PARABOLIC PDES IN SOME GENERAL DOMAINS ARASH FAHIM Abstract. In this paper, we introduce a probabilistic numerical scheme for a class of parabolic an - Normal scheme - Document - PDFSEARCH.IO

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	CONVERGENCE OF A MONTE CARLO METHOD FOR FULLY NON-LINEAR ELLIPTIC AND PARABOLIC PDES IN SOME GENERAL DOMAINS ARASH FAHIM Abstract. In this paper, we introduce a probabilistic numerical scheme for a class of parabolic an Add to Reading List Document Date: 2013-08-28 17:27:49 Open Document File Size: 96,34 KB Share Result on Facebook Company LX / / / Facility University of Michigan / / IndustryTerm lower semi-continuous super-solution / viscosity sub-solution / linear operator / bounded viscosity solution / bounded upper semi-continuous sub-solution / viscosity solutions / classical solution / viscosity solution / / Organization University of Michigan / Department of Mathematics / / Person Bouchard Bruno / Nizar Touzi / Guy Barles / Espen R. Jakobsen / Erhan Bayraktar / Jin Ma / Jianfeng Zhang / Bruno Bouchard / Xavier Warin / ARASH FAHIM / / PublishedMedium Review of Financial Studies / / Technology simulation / / SocialTag Mathematics Statistics Spectral theory Character encoding Digital typography Mathematical analysis Normal distribution Partial differential equation

CONVERGENCE OF A MONTE CARLO METHOD FOR FULLY NON-LINEAR ELLIPTIC AND PARABOLIC PDES IN SOME GENERAL DOMAINS ARASH FAHIM Abstract. In this paper, we introduce a probabilistic numerical scheme for a class of parabolic anAdd to Reading List