Probabilistic representation of a class of non conservative nonlinear Partial Differential Equations - Archive ouverte HAL Access content directly
Journal Articles ALEA : Latin American Journal of Probability and Mathematical Statistics Year : 2016

Probabilistic representation of a class of non conservative nonlinear Partial Differential Equations

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Abstract

We introduce a new class of nonlinear Stochastic Differential Equations in the sense of McKean, related to non conservative nonlinear Partial Differential equations (PDEs). We discuss existence and uniqueness pathwise and in law under various assumptions.
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Dates and versions

hal-01241701 , version 1 (10-12-2015)
hal-01241701 , version 2 (20-11-2016)

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Cite

Anthony Le Cavil, Nadia Oudjane, Francesco Russo. Probabilistic representation of a class of non conservative nonlinear Partial Differential Equations: About probabilistic representation of non-conservative PDEs.. ALEA : Latin American Journal of Probability and Mathematical Statistics, 2016, 13, pp.1189-1233. ⟨10.30757/ALEA.v13-43⟩. ⟨hal-01241701v2⟩
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