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Journal Articles Stochastics: An International Journal of Probability and Stochastic Processes Year : 2019

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

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Abstract

We propose a nonlinear forward Feynman-Kac type equation, which represents the solution of a non-conservative semilinear parabolic Partial Differential Equations (PDE). We show in particular existence and uniqueness. The solution of that type of equation can be approached via a weighted particle system.
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Dates and versions

hal-01353757 , version 1 (12-08-2016)
hal-01353757 , version 2 (07-07-2017)
hal-01353757 , version 3 (13-09-2017)
hal-01353757 , version 4 (03-10-2018)

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Cite

Anthony Lecavil, Nadia Oudjane, Francesco Russo. Forward Feynman-Kac type representation for semilinear nonconservative Partial Differential Equations. Stochastics: An International Journal of Probability and Stochastic Processes, 2019, 91 (8), ⟨10.1080/17442508.2019.1594809⟩. ⟨hal-01353757v4⟩
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