Probabilistic representation of a class of non conservative nonlinear Partial Differential Equations.
november, 2016
Publication type:
Paper in peer-reviewed journals
Journal:
ALEA (Latin American Journal Of Probability And Mathematical Statistics), vol. 13, pp. 1189–1233
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Keywords :
Nonlinear Partial Differential Equations; Nonlinear McKean type Stochastic Differential Equations; Particle systems; Probabilistic representation of
PDEs; Wasserstein type distance.
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.
BibTeX:
@article{LeC-Oud-Rus-2016, author={Anthony Le Cavil and Nadia Oudjane and Francesco Russo }, title={Probabilistic representation of a class of non conservative nonlinear Partial Differential Equations. }, doi={10.30757/ALEA.v13-43 }, journal={ALEA (Latin American Journal Of Probability And Mathematical Statistics) }, year={2016 }, month={11}, volume={13 }, pages={1189–1233}, }