Forward Feynman-Kac type representation for semilinear nonconservative Partial Differential Equations
Probability
2018-10-05 v4
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.
Keywords
Cite
@article{arxiv.1608.04871,
title = {Forward Feynman-Kac type representation for semilinear nonconservative Partial Differential Equations},
author = {Anthony Lecavil and Anthony Le Cavil and Nadia Oudjane and Francesco Russo},
journal= {arXiv preprint arXiv:1608.04871},
year = {2018}
}