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

Published 17 Aug 2016 in math.PR | (1608.04871v4)

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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