Probabilistic approach for systems of second order quasi-linear parabolic PDEs

DOI10.1016/j.jmaa.2011.09.059zbMath1246.35216OpenAlexW1973914541MaRDI QIDQ663617

Xicheng Zhang, Jinxia Wang

Publication date: 27 February 2012

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2011.09.059

zbMATH Keywords

stochastic representationglobal existence of solutionsinviscid limitBismut's formulalocal uniqueness of solutionsviscous Burgers system

Mathematics Subject Classification ID

PDEs in connection with fluid mechanics (35Q35) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Initial value problems for second-order parabolic systems (35K45) Quasilinear parabolic equations (35K59)

Related Items

Forward-backward stochastic differential systems associated to Navier-Stokes equations in the whole space

Cites Work

• Large deviations and the Malliavin calculus
• Burgers-KPZ turbulence. Göttingen lectures
• Partial differential equations. 3: Nonlinear equations
• Bismut type formulae for diffusion semigroups on Riemannian manifolds
• Strong solutions of SDEs with singular drift and Sobolev diffusion coefficients
• Functional Integration and Partial Differential Equations. (AM-109)
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