SUPERDIFFUSIONS AND PARABOLIC NONLINEAR DIFFERENTIAL-EQUATIONS

被引:52
作者
DYNKIN, EB
机构
关键词
MEASURE-VALUED PROCESSES; SUPERPROCESSES; PROBABILISTIC SOLUTION OF NONLINEAR PARTIAL DIFFERENTIAL EQUATIONS; GRAPH OF A SUPERPROCESS; CAPACITIES; POLAR SETS;
D O I
10.1214/aop/1176989812
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We establish connections between superdiffusion processes and one class of nonlinear parabolic differential equations. Analytic results due to Brezis and Friedman, Baras and Pierre and others are used to investigate the graphs of superdiffusions. A survey of the literature and general comments are presented in Section 4.
引用
收藏
页码:942 / 962
页数:21
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