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A Fleming-Viat particle representation of Dirichlet Laplacian
(Springer-Verlag GmbH, 2000-11)
We consider a model with a large number N of particles which move according to independent Brownian motions. A particle which leaves a domain D is killed; at the same time, a different particle splits into two particles. For large N, the particle distribution density converges to the normalized heat equation solution in D ...