scientific article; zbMATH DE number 7177972

zbMath1458.60069arXiv1810.10205MaRDI QIDQ5219072

Nadia Oudjane, Francesco Russo, Jonas Lieber

Publication date: 6 March 2020

Full work available at URL: https://arxiv.org/abs/1810.10205

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

semilinear partial differential equationsprobabilistic representation of PDEsMcKean Feynman-Kac equationMcKean stochastic differental 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) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Representations of solutions to partial differential equations (35C99) Semilinear parabolic equations (35K58)

Related Items (3)

Forward Feynman-Kac type representation for semilinear non-conservative partial differential equations ⋮ McKean SDEs with singular coefficients ⋮ McKean Feynman-Kac probabilistic representations of non-linear partial differential equations

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