Forward Feynman-Kac type representation for semilinear nonconservative Partial Differential Equations
august, 2019
Type de publication :
Article (revues avec comité de lecture)
Journal :
Stochastics: An International Journal Of Probability And Stochastic Processes, Vol. 91, Issue 8
HAL :
arXiv :
Mots clés :
Semilinear Partial Differential Equations; Nonlinear Feynman-Kac type functional; Particle systems; Probabilistic representation of PDEs.
Résumé :
We propose a nonlinear forward Feynman-Kac type equation,
which represents the solution of
a nonconservative semilinear parabolic Partial Differential Equations (PDE).
We show in particular existence and uniqueness.
The solution of that type of equation can be approached
via a weighted particle system.
BibTeX :
@article{LeC-Oud-Rus-2019,
author={Anthony Le Cavil and Nadia Oudjane and Francesco Russo },
title={Forward Feynman-Kac type representation for semilinear
nonconservative Partial Differential Equations },
doi={10.1080/17442508.2019.1594809 },
journal={Stochastics: An International Journal Of Probability And
Stochastic Processes, Vol. 91, Issue 8 },
year={2019 },
month={8},
}