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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2004 Volume 49, Issue 4, Pages 625–652 (Mi tvp186)

This article is cited in 3 papers

A probabilistic approach to a solution of nonlinear parabolic equations

Ya. I. Belopol'skaya

St. Petersburg State University of Architecture and Civil Engineering

Abstract: We construct a probabilistic representation of the Cauchy problem solution for a system of nonlinear parabolic equations and give the conditions which guarantee that this representation can be applied to construct and investigate a solution of the Cauchy problem for a system of nonlinear hyperbolic equations. As an example, we consider the system of gas dynamic equations and its parabolic regularization.

Keywords: diffusion processes, multiplicative operator functionals, systems of nonlinear parabolic and hyperbolic equations, vanishing viscosity methodž.

Received: 25.02.2004

DOI: 10.4213/tvp186


 English version:
Theory of Probability and its Applications, 2005, 49:4, 589–611

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