A stochastic approach to the Cauchy-Neumann problem for systems of nonlinear parabolic equations

DOI10.1007/S10958-022-06119-WMaRDI QIDQ6188005zbMATH OpenFDO

Authors Yana Belopolskaya

Publication date 1 February 2024

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10958-022-06119-W

zbMATH Keywords

reflected diffusionSkorokhod's problemsystems of nonlinear parabolic equationsweak solutions of the Cauchy-Neuman

Mathematics Subject Classification ID

Weak solutions to PDEs (35D30) Nonlinear parabolic equations (35K55) Stochastic analysis (60Hxx) Diffusion processes (60J60) Game theory (91Axx)

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Cites work

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• Entropy methods for diffusive partial differential equations
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• Functional Integration and Partial Differential Equations. (AM-109)
• scientific article; zbMATH DE number 4211245 (Why is no real title available?)
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• Singular McKean-Vlasov (reflecting) SDEs with distribution dependent noise
• Small Random perturbation of dynamical systems with reflecting boundary

Cited in

(1)

• Stochastic Model of the Cauchy–Neumann Problem for Nonlinear Parabolic Equations

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