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most citedAnalysis and Implementation of a Hourly Billing Mechanism for Demand Response Management

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math.PR2017

Monte-Carlo Algorithms for Forward Feynman-Kac type representation for semilinear nonconservative Partial Differential Equations

Anthony Le Cavil, Nadia Oudjane, Francesco Russo

The paper is devoted to the construction of a probabilistic particle algorithm. This is related to nonlin-ear forward Feynman-Kac type equation, which represents the solution of a…