Cauchy problem for a nonlinear parabolic system via operator-valued multiplicative functionals of Markov random processes

DOI10.1007/BF01094426zbMath0509.35046OpenAlexW2033132735MaRDI QIDQ1838081

Yana I. Belopolskaya, Yuri L. Daletskii

Publication date: 1983

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01094426

zbMATH Keywords

stochastic differential equationCauchy problemBrownian motionnonlinear parabolic systemoperator-valued multilinear functionals

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear parabolic equations (35K55) Nonlinear initial, boundary and initial-boundary value problems for linear parabolic equations (35K60) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (1)

Probabilistic interpretation of the Cauchy problem solution for systems of nonlinear parabolic equations

Cites Work

• Unnamed Item
• Quasilinear parabolic equations and measures in function space
• A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS

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