Probabilistic representations and numerical algorithms for classical and viscosity solutions of the Cauchy problem for quasilinear parabolic systems
DOI10.1007/s10958-017-3490-5zbMath1377.35133OpenAlexW2743243934MaRDI QIDQ1683201
E. I. Nemchenko, Yana I. Belopolskaya
Publication date: 6 December 2017
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10958-017-3490-5
Applications of stochastic analysis (to PDEs, etc.) (60H30) PDEs with randomness, stochastic partial differential equations (35R60) Initial value problems for second-order parabolic systems (35K45) Semilinear parabolic equations (35K58) Viscosity solutions to PDEs (35D40) Classical solutions to PDEs (35A09)
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