Stochastic interpretation of quasilinear parabolic systems with cross diffusion

DOI10.1137/S0040585X97T988113MaRDI QIDQ5269811zbMATH OpenOpenAlexFDO

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

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)

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(9)

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• 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
• Stochastic model of the Cauchy-Robin problem for systems of nonlinear parabolic equations
• 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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