Existence and probabilistic representation of the solutions of semilinear parabolic PDEs with fractional Laplacians
Publication:2158592
DOI10.1007/s40072-021-00220-yzbMath1495.35104arXiv2106.12127OpenAlexW3211610888WikidataQ114219551 ScholiaQ114219551MaRDI QIDQ2158592
Nicolas Privault, Guillaume Penent
Publication date: 26 July 2022
Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2106.12127
branching processesLévy processessubordinationVolterra integral equationsstable processesMonte-Carlo methodsemilinear PDEsnonlocal PDEs
Processes with independent increments; Lévy processes (60G51) Monte Carlo methods (65C05) Smoothness and regularity of solutions to PDEs (35B65) Pseudodifferential operators as generalizations of partial differential operators (35S05) Numerical methods for integral equations (65R20) Applications of branching processes (60J85) Stochastic calculus of variations and the Malliavin calculus (60H07) Stable stochastic processes (60G52) Volterra integral equations (45D05) Classical hypergeometric functions, ({}_2F_1) (33C05) Pseudodifferential operators (47G30) Initial value problems for PDEs with pseudodifferential operators (35S10) Semilinear parabolic equations (35K58) Fractional partial differential equations (35R11)
Related Items (4)
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