Probabilistic representation of a class of non conservative nonlinear Partial Differential Equations

zbMath1355.60089arXiv1504.03882MaRDI QIDQ2954464

Francesco Russo, Nadia Oudjane, Anthony Le Cavil

Publication date: 13 January 2017

Full work available at URL: https://arxiv.org/abs/1504.03882

zbMATH Keywords

nonlinear partial differential equationsprobabilistic representationsWasserstein-type distancenonlinear McKean-type stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Existence problems for PDEs: global existence, local existence, non-existence (35A01) Heat and other parabolic equation methods for PDEs on manifolds (58J35) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02)

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