Probabilistic Representation of a Generalized Solution
to the Cauchy Problem for a PDE System with Cross-Diffusion
1

Ya. I. Belopolskaya

Presented by Academician of the RAS I.A. Ibragimov July 8, 2014

Received July 30, 2014

Abstract—In this paper we derive a system of stochastic differential equations associated with a fully nondi-
agonal system of quasilinear parabolic equations. We construct a probabilistic representation of a generalized
solution to the Cauchy problem for a cross-diffusion system in terms of averages over trajectories of solution
of the derived stochastic system.

DOI: 10.1134/S1064562415020027


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