Probabilistic interpretation of the Cauchy problem solution for systems of nonlinear parabolic equations
DOI10.1134/S1995080220040046zbMath1453.60115OpenAlexW3046120736MaRDI QIDQ2206658
Publication date: 28 October 2020
Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s1995080220040046
Cauchy problemnonlinear Markov processessystems of nonlinear forward and backward Kolmogorov equations
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Initial value problems for second-order parabolic systems (35K45) Solutions to PDEs in closed form (35C05) Quasilinear parabolic equations (35K59)
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