A probabilistic interpretation of conservation and balance laws

DOI10.1007/978-3-030-76829-4_2zbMATH Open1483.60097OpenAlexW3197852877MaRDI QIDQ5014512FDOQ5014512

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

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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)

Cites Work

• A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS
• Markov processes associated with fully nondiagonal systems of parabolic equations
• A fully-discrete scheme for systems of nonlinear Fokker-Planck-Kolmogorov equations
• Title not available (Why is that?)
• Probabilistic representation of a class of non-conservative nonlinear partial differential equations
• Probabilistic interpretations of quasilinear parabolic systems
• Quasilinear parabolic equations and measures in function space
• Monte-Carlo algorithms for a forward Feynman-Kac-type representation for semilinear nonconservative partial differential equations
• Title not available (Why is that?)

Cited In (3)

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• Probabilistic interpretation for system of conservation law arising in adhesion particle dynamics

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