RUS  ENG
Full version
JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2016 Volume 454, Pages 5–42 (Mi znsl6382)

This article is cited in 5 papers

Probabilistic models of parabolic conservation and balance laws and systems with switching regimes

Ya. I. Belopolskaya

St. Petersburg State University of Architecture and Civil Engineering, St. Petersburg, Russia

Abstract: We construct a probabilistic representation of the Cauchy problem classical solution for systems of semilinear parabolic equations such that their second order terms enter in a diagonal way with different coefficients while lower order term enter in nondiagonal way. Systems of this kind arise as mathematical models of parabolic conservation and balance laws and as mathematical models of dynamical systems with switching regimes.

Key words and phrases: stochastic differential equations, Markov chains, systems of semilinear parabolic equations, classical solutions of the Cauchy problem.

UDC: 519.2

Received: 14.11.2016


 English version:
Journal of Mathematical Sciences (New York), 2018, 229:6, 601–625

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024