Probabilistic representations of solutions to the Cauchy problem for systems of parabolic equations
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Publication:886478
zbMATH Open1247.35057MaRDI QIDQ886478FDOQ886478
Authors: Yana Belopolskaya 
Publication date: 27 June 2007
Published in: Doklady Mathematics (Search for Journal in Brave)
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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