Probabilistic representation of a class of non conservative nonlinear Partial Differential Equations: About probabilistic representation of non-conservative PDEs.

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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Contributor : Francesco Russo <>
Submitted on : Sunday, November 20, 2016 - 4:19:00 PM
Last modification on : Wednesday, July 3, 2019 - 10:48:04 AM
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  • HAL Id : hal-01241701, version 2
  • ARXIV : 1504.03882

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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.. 2016. ⟨hal-01241701v2⟩

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