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

DOI10.1134/S1995080220040046zbMath1453.60115OpenAlexW3046120736MaRDI QIDQ2206658

Yana I. Belopolskaya

Publication date: 28 October 2020

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

Full work available at URL: https://doi.org/10.1134/s1995080220040046

zbMATH Keywords

Cauchy problemnonlinear Markov processessystems of nonlinear forward and backward Kolmogorov equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Initial value problems for second-order parabolic systems (35K45) Solutions to PDEs in closed form (35C05) Quasilinear parabolic equations (35K59)

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