Probabilistic representation of a class of non conservative nonlinear Partial Differential Equations: About probabilistic representation of non-conservative PDEs.

Abstract : We introduce a new class of nonlinear Stochastic Differential Equations in the sense of McKean, related to non conservative nonlinear Partial Differential equations (PDEs). We discuss existence and uniqueness pathwise and in law under various assumptions.
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Pré-publication, Document de travail
This is the accepted version to ALEA (Latin American Journal Of Probability And Mathematical Stat.. 2016
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https://hal-ensta.archives-ouvertes.fr/hal-01241701
Contributeur : Francesco Russo <>
Soumis le : dimanche 20 novembre 2016 - 16:19:00
Dernière modification le : samedi 18 février 2017 - 01:20:09
Document(s) archivé(s) le : lundi 20 mars 2017 - 18:57:27

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  • HAL Id : hal-01241701, version 2
  • ARXIV : 1504.03882

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Anthony Le Cavil, Nadia Oudjane, Francesco Russo. Probabilistic representation of a class of non conservative nonlinear Partial Differential Equations: About probabilistic representation of non-conservative PDEs.. This is the accepted version to ALEA (Latin American Journal Of Probability And Mathematical Stat.. 2016. <hal-01241701v2>

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