A fully nonlinear Feynman–Kac formula with derivatives of arbitrary orders
Author:
Funder
Ministry of Education, Singapore
Publisher
Springer Science and Business Media LLC
Subject
Mathematics (miscellaneous)
Link
https://link.springer.com/content/pdf/10.1007/s00028-023-00873-3.pdf
Reference45 articles.
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3. S. Bonaccorsi, M. D’Ovidio, and S. Mazzucchi. Probabilistic representation formula for the solution of fractional high-order heat-type equations. J. Evol. Equ., 19:523–558, 2019.
4. C. Beck, W. E, and A. Jentzen. Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations. J. Nonlinear Sci., 29(4):1563–1619, 2019.
5. Y. Bruned, M. Hairer, and L. Zambotti. Algebraic renormalisation of regularity structures. Invent. Math., 215:1039–1156, 2019.
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