Stochastic models for forward systems of nonlinear parabolic equations

DOI10.1007/s00362-018-1033-xzbMath1408.60056OpenAlexW2889136780MaRDI QIDQ1757261

Yana I. Belopolskaya

Publication date: 3 January 2019

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-018-1033-x

zbMATH Keywords

stochastic differential equationsconservation lawstochastic flowstochastic modelsystem of PDEsnonlinear Markov processesnonlinear Kolmogorov equations

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Initial value problems for second-order parabolic systems (35K45)

Related Items (1)

Markov processes and magneto-hydrodynamics equations

Cites Work

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• Stochastic flows acting on Schwartz distributions
• Cauchy problem of the magnetohydrodynamic Burgers system
• Global dynamics of the Brusselator equations
• Probabilistic representation of a class of non conservative nonlinear Partial Differential Equations
• A certain class of diffusion processes associated with nonlinear parabolic equations
• Probabilistic Counterparts for Strongly Coupled Parabolic Systems
• Stochastic Interpretation of Quasilinear Parabolic Systems with Cross Diffusion

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