A Probabilistic Interpretation of Conservation and Balance Laws

DOI10.1007/978-3-030-76829-4_2zbMath1483.60097OpenAlexW3197852877MaRDI QIDQ5014512

Yana I. Belopolskaya

Publication date: 8 December 2021

Published in: Operator Theory and Harmonic Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-76829-4_2

zbMATH Keywords

stochastic differential equationsbalance lawsdiffusion processeshyperbolic and parabolic conservation laws

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

• Monte-Carlo algorithms for a forward Feynman-Kac-type representation for semilinear nonconservative partial differential equations
• A fully-discrete scheme for systems of nonlinear Fokker-Planck-Kolmogorov equations
• Quasilinear parabolic equations and measures in function space
• Probabilistic representation of a class of non conservative nonlinear Partial Differential Equations
• Probabilistic interpretations of quasilinear parabolic systems
• A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS
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