Stochastic interpretation of quasilinear parabolic systems with cross diffusion

DOI10.1137/S0040585X97T988113zbMATH Open1372.35136OpenAlexW2647991073MaRDI QIDQ5269811FDOQ5269811

Authors: Yana Belopolskaya 

Publication date: 28 June 2017

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

Full work available at URL: https://doi.org/10.1137/s0040585x97t988113

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zbMATH Keywords

stochastic flowsstochastic equationsclassical and generalized solutions of Cauchy problemsystems of quasilinear parabolic equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Initial-boundary value problems for higher-order parabolic equations (35K35) Initial value problems for second-order parabolic systems (35K45) Representations of solutions to partial differential equations (35C99)

Cited In (8)

• Probabilistic model for the Lotka-Volterra system with cross-diffusion
• Markov processes and magneto-hydrodynamics equations
• Stochastic models for forward systems of nonlinear parabolic equations
• A probabilistic interpretation of conservation and balance laws
• Stochastic models of chemotaxis processes
• Probabilistic representation of a generalized solution to the Cauchy problem for a PDE system with cross-diffusion
• Stochastic models for nonlinear cross-diffusion systems
• Stochastic interpretation of the MHD-Burgers system

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