Probabilistic representations and numerical algorithms for classical and viscosity solutions of the Cauchy problem for quasilinear parabolic systems
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Publication:1683201
Viscosity solutions to PDEs (35D40) Initial value problems for second-order parabolic systems (35K45) Semilinear parabolic equations (35K58) PDEs with randomness, stochastic partial differential equations (35R60) Applications of stochastic analysis (to PDEs, etc.) (60H30) Classical solutions to PDEs (35A09)
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Cites work
- scientific article; zbMATH DE number 3787779 (Why is no real title available?)
- scientific article; zbMATH DE number 140601 (Why is no real title available?)
- scientific article; zbMATH DE number 1121855 (Why is no real title available?)
- Forward-backward stochastic differential equations and quasilinear parabolic PDEs
- Forward-backward stochastic equations associated with systems of quasilinear parabolic equations and comparison theorems
- Numerical algorithms for semilinear parabolic equations with small parameter based on approximation of stochastic equations
- Numerical algorithms for backward stochastic differential equations with 1-d Brownian motion: convergence and simulations
- On product formulas for nonlinear semigroups
- On the Product of Semi-Groups of Operators
- The probability approach to numerical solution of nonlinear parabolic equations
- User’s guide to viscosity solutions of second order partial differential equations
Cited in
(5)- A Probabilistic Approach to a Solution of Nonlinear Parabolic Equations
- Probabilistic approach to viscosity solutions of the Cauchy problems for systems if fully nonlinear parabolic equations
- Probabilistic representation of viscosity solutions to quasi-variational inequalities with non-local drivers
- Probabilistic models of the conservation and balance laws in switching regimes
- Probabilistic algorithms for numerical construction of classical solutions to the Cauchy problem for nonlinear parabolic systems
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