Probabilistic representations of solutions to the Cauchy problem for systems of parabolic equations

zbMath1247.35057MaRDI QIDQ886478

Yana I. Belopolskaya

Publication date: 27 June 2007

Published in: Doklady Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear parabolic equations (35K55) Initial value problems for second-order parabolic systems (35K45) Solutions to PDEs in closed form (35C05)

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