Forward Feynman-Kac type representation for semilinear nonconservative Partial Differential Equations

Anthony Le Cavil, Nadia Oudjane and Francesco Russo
to appear
Publication type:
Paper in peer-reviewed journals
Journal:
Stochastics: An International Journal Of Probability And Stochastic Processes. To appear.
arXiv:
images/icons/icon_arxiv.png 1608.04871
Keywords :
Semilinear Partial Differential Equations; Nonlinear Feynman-Kac type functional; Particle systems; Probabilistic representation of PDEs.
Abstract:
We propose a nonlinear forward Feynman-Kac type equation, which represents the solution of a nonconservative semilinear parabolic Partial Differential Equations (PDE). We show in particular existence and uniqueness. The solution of that type of equation can be approached via a weighted particle system.
BibTeX:
@article{LeC-Oud-Rus-2100,
    author={Anthony Le Cavil and Nadia Oudjane and Francesco Russo },
    title={Forward Feynman-Kac type representation for semilinear 
           nonconservative Partial Differential Equations },
    doi={10.1080/17442508.2019.1594809 },
    journal={Stochastics: An International Journal Of Probability And 
           Stochastic Processes. To appear. },
    year={to appear },
    month={8},
}