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Weak solution of semi-linear PDE, BSDE and homogenization.

Antoine Lejay
Published in: Monte Carlo Methods Appl. (2001)
Keyphrases
  • error minimization
  • partial differential equations
  • anisotropic diffusion
  • computer vision
  • image processing
  • higher order
  • level set
  • mathematical model
  • closed form
  • integer programming
  • linear systems