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Stochastic representation of weak solutions of viscous conservation laws: a BSDE approach - MaRDI portal

Stochastic representation of weak solutions of viscous conservation laws: a BSDE approach (Q2636933)

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Stochastic representation of weak solutions of viscous conservation laws: a BSDE approach
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    title
    Stochastic representation of weak solutions of viscous conservation laws: a BSDE approach (English)
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    author
    Andrzej Rozkosz
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    publication date
    18 February 2014
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    zbMATH Keywords
    backward stochastic differential equation
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    viscous conservation law
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    weak solution
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    Feynman-Kac formula
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    cites work
    Q5487949
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    Q5573634
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    Q5428558
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    Q4701082
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    Q5562267
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    Q5570406
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    Q4865486
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    Q4029028
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    Q3997782
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    Q4431511
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    Identifiers

    zbMATH DE Number
    6259111
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    OpenAlex ID
    W2068869365
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