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

Abstract : We propose a nonlinear forward Feynman-Kac type equation, which represents the solution of a non-conservative 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.
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Contributor : Francesco Russo <>
Submitted on : Wednesday, October 3, 2018 - 4:49:57 PM
Last modification on : Thursday, October 18, 2018 - 1:09:59 AM
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  • HAL Id : hal-01353757, version 4
  • ARXIV : 1608.04871

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Anthony Lecavil, Anthony Le Cavil, Nadia Oudjane, Francesco Russo. Forward Feynman-Kac type representation for semilinear nonconservative Partial Differential Equations. 2018. ⟨hal-01353757v4⟩

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