Probabilistic representations of solutions to the Cauchy problem for systems of parabolic equations

MaRDI QIDQ886478zbMATH OpenFDO

Authors Yana Belopolskaya

Publication date 27 June 2007

Published in Doklady Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Solutions to PDEs in closed form (35C05) Initial value problems for second-order parabolic systems (35K45) Nonlinear parabolic equations (35K55)

Cited in

(4)

• A probabilistic representation for the solutions to some non-linear PDEs using pruned branching trees
• Probabilistic approximation of solutions of the Cauchy problem for some evolution equations
• Probabilistic algorithms for numerical construction of classical solutions to the Cauchy problem for nonlinear parabolic systems
• Probabilistic representation and approximation for coupled systems of variational inequalities

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