Probabilistic models of the conservation and balance laws in switching regimes

DOI10.1007/s10958-018-3701-8OpenAlexW2792953762WikidataQ114852347 ScholiaQ114852347MaRDI QIDQ1746398

Yana I. Belopolskaya

Publication date: 25 April 2018

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-018-3701-8

Mathematics Subject Classification ID

Ordinary differential equations (34-XX) Partial differential equations (35-XX)

Related Items (2)

Stochastic interpretation of the MHD-Burgers system ⋮ Probabilistic interpretations of quasilinear parabolic systems

Cites Work

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• GENERALIZED SOLUTIONS OF THE CAUCHY PROBLEM FOR SYSTEMS OF NONLINEAR PARABOLIC EQUATIONS AND DIFFUSION PROCESSES
• Probabilistic Counterparts of Nonlinear Parabolic Partial Differential Equation Systems
• American Options in Regime-Switching Models
• Functional Integration and Partial Differential Equations. (AM-109)
• A strong maximum principle for parabolic systems in a convex set with arbitrary boundary

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