On the well-posedness of a class of McKean Feynman-Kac equations

MaRDI QIDQ5219072zbMATH OpenFDO

Authors Jonas Lieber, Nadia Oudjane, Francesco Russo

Publication date 6 March 2020

Full work available at URL https://arxiv.org/abs/1810.10205

zbMATH Keywords

semilinear partial differential equationsprobabilistic representation of PDEsMcKean Feynman-Kac equationMcKean stochastic differental equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Semilinear parabolic equations (35K58) Applications of stochastic analysis (to PDEs, etc.) (60H30) Representations of solutions to partial differential equations (35C99)

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• Forward Feynman-Kac type representation for semilinear non-conservative partial differential equations
• McKean Feynman-Kac probabilistic representations of non-linear partial differential equations
• McKean SDEs with singular coefficients

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