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Zapiski Nauchnykh Seminarov POMI, 2021, Volume 505, Pages 38–61 (Mi znsl7122)  
This article is cited in 1 scientific paper (total in 1 paper)

Stochastic model of the Cauchy–Neumann problem for nonlinear parabolic equations

Ya. I. Belopolskayaab

a University of Science and Technology "Sirius", Sochi
b St. Petersburg State University of Architecture and Civil Engineering
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Abstract: We derive stochastic equations to describe reflected diffusion processes associated with the Cauchy–Neumann problem for nonlinear parabolic equations in non-divergent form in the half-space. As a result we obtain probabilistic representations of weak solutions to this problem.
Key words and phrases: stochastic models, reflected diffusion, Skorokhod's problem, weak solutions of the Cauchy–Neumann problem.
Received: 15.11.2021
Document Type: Article
UDC: 519.2
Language: Russian
Citation: Ya. I. Belopolskaya, “Stochastic model of the Cauchy–Neumann problem for nonlinear parabolic equations”, Probability and statistics. Part 31, Zap. Nauchn. Sem. POMI, 505, POMI, St. Petersburg, 2021, 38–61
Citation in format AMSBIB
\Bibitem{Bel21}
\by Ya.~I.~Belopolskaya
\paper Stochastic model of the Cauchy--Neumann problem for nonlinear parabolic equations
\inbook Probability and statistics. Part~31
\serial Zap. Nauchn. Sem. POMI
\yr 2021
\vol 505
\pages 38--61
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl7122}
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  • https://www.mathnet.ru/eng/znsl/v505/p38
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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