Forward Feynman-Kac type representation for semilinear nonconservative Partial Differential Equations.
Authors
Publication date
- LECAVIL Anthony
- LE CAVIL Anthony
- OUDJANE Nadia
- RUSSO Francesco
2018
Publication type
Other
Summary
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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