On the well-posedness of a class of McKean Feynman-Kac equations
Résumé
We analyze the well-posedness of a so called McKean Feynman-Kac Equation (MFKE), which is a McKean type equation with a Feynman-Kac perturbation. We provide in particular weak and strong existence conditions as well as pathwise uniqueness conditions without strong regularity assumptions on the coefficients. One major tool to establish this result is a representation theorem relating the solutions of MFKE to the solutions of a nonconservative semilinear parabolic Partial Differential Equation (PDE).
Mots clés
- Semilinear Partial Dif- ferential Equations
- Probabilistic representation of PDEs 2010 AMS-classification: 60H10
- and phrases McKean Stochastic Differental Equations
- Probabilistic representation of PDEs
- McKean Feynman-Kac equation
- Semilinear Partial Differential Equations
- McKean Stochastic Differental Equations
Domaines
| Origine | Fichiers produits par l'(les) auteur(s) |
|---|---|
| Licence |