Skip to Main content Skip to Navigation
Preprints, Working Papers, ...

On the well-posedness of a class of McKean Feynman-Kac equations

Abstract : We analyze the well-posedness of a so called McKean Feynman-Kac Equation (MFKE), which is a McKean type equation with a Feynman-Kac perturbation. We provide in particular weak and strong existence conditions as well as pathwise uniqueness conditions without strong regularity assumptions on the coefficients. One major tool to establish this result is a representation theorem relating the solutions of MFKE to the solutions of a nonconservative semilinear parabolic Partial Differential Equation (PDE).
Document type :
Preprints, Working Papers, ...
Complete list of metadata

Cited literature [36 references]  Display  Hide  Download
Contributor : Francesco Russo Connect in order to contact the contributor
Submitted on : Thursday, October 10, 2019 - 6:37:35 PM
Last modification on : Friday, December 3, 2021 - 11:34:09 AM


Files produced by the author(s)


  • HAL Id : hal-01895210, version 2
  • ARXIV : 1810.10205



Jonas Lieber, Nadia Oudjane, Francesco Russo. On the well-posedness of a class of McKean Feynman-Kac equations. 2019. ⟨hal-01895210v2⟩



Les métriques sont temporairement indisponibles