Systems of nonlinear backward and forward Kolmogorov equations: generalized solutions

DOI10.1137/S0040585X97T99023XMaRDI QIDQ3389445zbMATH OpenOpenAlexFDO

Authors Yana Belopolskaya

Publication date 10 May 2021

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97t99023x

zbMATH Keywords

diffusion processesstochastic flowssystems of nonlinear backward and forward Kolmogorov equations

Mathematics Subject Classification ID

Maximum principles in context of PDEs (35B50) Quasilinear parabolic equations (35K59) Initial value problems for second-order parabolic systems (35K45) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited in

(5)

• scientific article; zbMATH DE number 4188934 (Why is no real title available?)
• The Fokker-Planck-Kolmogorov equation with nonlinear terms of local and nonlocal type
• Generalized solutions of the Cauchy problem for systems of nonlinear parabolic equations and diffusion processes
• Forward and backward in time Cauchy problems for systems of parabolic-type PDE with a small parameter
• Asymptotic behavior of the solutions of a Kolmogorov forward system

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