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

https://hal.archives-ouvertes.fr/hal-01895210
Contributor : Francesco Russo Connect in order to contact the contributor
Submitted on : Thursday, October 10, 2019 - 6:37:35 PM
Last modification on : Wednesday, November 17, 2021 - 12:31:55 PM

Files

Final_MPRF_LOR9oct2019.pdf
Files produced by the author(s)

Identifiers

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

Collections

Citation

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

Share

Metrics

Record views

148

Files downloads

181