Systems of Nonlinear Backward and Forward Kolmogorov Equations: Generalized Solutions

DOI10.1137/S0040585X97T99023XzbMATH Open1462.35165OpenAlexW3159282381MaRDI QIDQ3389445FDOQ3389445

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 (3)

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• The Fokker-Planck-Kolmogorov equation with nonlinear terms of local and nonlocal type
• Asymptotic behavior of the solutions of a Kolmogorov forward system

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