A probabilistic interpretation of conservation and balance laws

DOI10.1007/978-3-030-76829-4_2MaRDI QIDQ5014512zbMATH OpenOpenAlexFDO

Authors Yana Belopolskaya

Publication date 8 December 2021

Published in Operator Theory and Harmonic Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-76829-4_2

zbMATH Keywords

stochastic differential equationsdiffusion processesbalance lawshyperbolic and parabolic conservation laws

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cites work

• scientific article; zbMATH DE number 3629475 (Why is no real title available?)
• scientific article; zbMATH DE number 195004 (Why is no real title available?)
• A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS
• A fully-discrete scheme for systems of nonlinear Fokker-Planck-Kolmogorov equations
• Markov processes associated with fully nondiagonal systems of parabolic equations
• Monte-Carlo algorithms for a forward Feynman-Kac-type representation for semilinear nonconservative partial differential equations
• Probabilistic interpretations of quasilinear parabolic systems
• Probabilistic representation of a class of non-conservative nonlinear partial differential equations
• Quasilinear parabolic equations and measures in function space

Cited in

(3)

• Probabilistic models of the conservation and balance laws in switching regimes
• Probabilistic interpretation of the vanishing viscosity method for systems of conservation and balance laws
• Probabilistic interpretation for system of conservation law arising in adhesion particle dynamics

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