Probabilistic representation of a class of non conservative nonlinear Partial Differential Equations - ENSTA Paris - École nationale supérieure de techniques avancées Paris Access content directly
Journal Articles ALEA : Latin American Journal of Probability and Mathematical Statistics Year : 2016

Probabilistic representation of a class of non conservative nonlinear Partial Differential Equations

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.
Fichier principal
Vignette du fichier
NonConservativePDEPart1REVISEDNov2016Accepted.pdf (473.36 Ko) Télécharger le fichier
Origin Files produced by the author(s)
Loading...

Dates and versions

hal-01241701 , version 1 (10-12-2015)
hal-01241701 , version 2 (20-11-2016)

Identifiers

Cite

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.. ALEA : Latin American Journal of Probability and Mathematical Statistics, 2016, 13, pp.1189-1233. ⟨10.30757/ALEA.v13-43⟩. ⟨hal-01241701v2⟩
315 View
154 Download

Altmetric

Share

Gmail Mastodon Facebook X LinkedIn More