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Monte-Carlo algorithms for a forward Feynman-Kac-type representation for semilinear nonconservative partial differential equations

Anthony Le Cavil, Nadia Oudjane, Francesco Russo. Monte-Carlo algorithms for a forward Feynman-Kac-type representation for semilinear nonconservative partial differential equations. Monte Carlo Meth. and Appl., 24(1):55-70, 2018. [doi]

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