Smooth measures and nonlinear equations of mathematical physics (Q676788)
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scientific article; zbMATH DE number 993658
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Smooth measures and nonlinear equations of mathematical physics |
scientific article; zbMATH DE number 993658 |
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Smooth measures and nonlinear equations of mathematical physics (English)
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23 March 1997
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The author derives equations for the logarithmic derivatives of measures (densities) satisfying Kolmogorov forward and backward equations. The equations are nonlinear partial parabolic equations, one of the examples being the Burgers equation. This procedure gives probabilistic representation of solutions for a class of nonlinear PDEs.
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logarithmic derivative
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smooth measure
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Kolmogorov equations
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