Abstract
We consider conditional propagation of chaos and use it to solve a class of quasilinear equations of parabolic type. In addition, we construct a class of continuous stochastic processes associated with the above nonlinear equations. Our method imposes fewer smoothness conditions on the coefficients and allows a degenerate nonlinear weight before a divergence form operator. We hope this probabilistic approach will introduce a better microscopic picture for understanding some Stefan type problems.
Citation
Weian Zheng. "Conditional Propagation of Chaos and a Class of Quasilinear PDE'S." Ann. Probab. 23 (3) 1389 - 1413, July, 1995. https://doi.org/10.1214/aop/1176988189
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