Forward Feynman-Kac type representation for semilinear nonconservative   Partial Differential Equations
  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. 
Anthony Lecavil (UMA), Anthony Le Cavil (UMA), Nadia Oudjane (LAGA),   Francesco Russo (LAGA)
math.PR