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arXiv · 1608.04871

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

Anthony Lecavil·Anthony Le Cavil·Nadia Oudjane·Francesco Russo
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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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Anthony Lecavil, Anthony Le Cavil, Nadia Oudjane, Francesco Russo. 2016-08-17. Forward Feynman-Kac type representation for semilinear nonconservative Partial Differential Equations. https://arxiv.org/abs/1608.04871

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