Probabilistic representation of the solution of the initial-boundary value problem for the system of parabolic equations

DOI10.1137/S0040585X97986291zbMATH Open1286.35066OpenAlexW2050594063MaRDI QIDQ2874147FDOQ2874147

Authors: G. M. Raimova 

Publication date: 28 January 2014

Published in: Theory of Probability and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97986291

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zbMATH Keywords

Markov chainstatistical modelingprobabilities of transition

Mathematics Subject Classification ID

Integral representations of solutions to PDEs (35C15) Initial-boundary value problems for second-order parabolic systems (35K51) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cited In (8)

• Solution of initial-boundary value problems for nonlinear parabolic equations by method of statistical modeling
• Uncertainty quantification for random parabolic equations with nonhomogeneous boundary conditions on a bounded domain via the approximation of the probability density function
• A probabilistic representation for the solutions to some non-linear PDEs using pruned branching trees
• Probabilistic representation and Monte Carlo methods for the first boundary value problem for a polyharmonic equation
• Title not available (Why is that?)
• Monte Carlo method for solution of initial-boundary value problem for nonlinear parabolic equations
• On an algorithm for solving evolution equations of parabolic type
• Initial boundary value problems in a bounded domain: probabilistic representations of solutions and limit theorems. I

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