Probabilistic approach for systems of second order quasi-linear parabolic PDEs

DOI10.1016/j.jmaa.2011.09.059zbMath1246.35216MaRDI QIDQ663617

Xicheng Zhang, Jinxia Wang

Publication date: 27 February 2012

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2011.09.059

zbMATH Keywords

stochastic representation; global existence of solutions; inviscid limit; Bismut's formula; local uniqueness of solutions; viscous Burgers system

Mathematics Subject Classification ID

35Q35: PDEs in connection with fluid mechanics

60H30: Applications of stochastic analysis (to PDEs, etc.)

60H05: Stochastic integrals

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

65C30: Numerical solutions to stochastic differential and integral equations

35K45: Initial value problems for second-order parabolic systems

35K59: Quasilinear parabolic equations

Related Items

Forward-backward stochastic differential systems associated to Navier-Stokes equations in the whole space

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