Markov Processes Associated With Fully Nondiagonal Systems of Parabolic Equations

Ya. Belopolskaya

2014, v.20, Issue 3, 451-478

ABSTRACT

We construct a new probabilistic representation for a weak solution of the Cauchy problem for a system of fully nondiagonal linear parabolic equations. Namely, we derive a system of stochastic equations associated with the original problem and construct its solution in the form of averages of initial data.

Keywords: fully nondiagonal systems of parabolic equations,the Cauchy problem,diffusion processes,weak solutions,probabilistic representations

COMMENTS

Please log in or register to leave a comment

There are no comments yet

Laboratory of large random systems, Dept. of Mechanics and Mathematics
Moscow State University, Vorobievy Gory, 119952 Moscow Russia
E-mail: editor@math-mprf.org
Please enter our email addresses to the list of allowed addresses of your mail server

The journal was founded in 1995 by prof. Malyshev V. A.
Published by Polymat Publishing Company, Moscow, Russia
ISSN 1024-2953
The journal is published quaterly

Markov Processes And Related Fields

Scientific Journal

Submit article

Ya. Belopolskaya