most citedSolving Elliptic Equations with Brownian Motion: Bias Reduction and Temporal Difference Learning

6 citations · 6 across the 1 of their papers we have counts for

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math.NA2020★ 6 cited

Solving Elliptic Equations with Brownian Motion: Bias Reduction and Temporal Difference Learning

Cameron Martin, Hongyuan Zhang, Julia Costacurta +2

The Feynman-Kac formula provides a way to understand solutions to elliptic partial differential equations in terms of expectations of continuous time Markov processes. This connect…