Superdiffusions and Parabolic Nonlinear Differential Equations

E. B. Dynkin

doi:10.1214/aop/1176989812

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Home > Journals > Ann. Probab. > Volume 20 > Issue 2 > Article

April, 1992 Superdiffusions and Parabolic Nonlinear Differential Equations

E. B. Dynkin

Ann. Probab. 20(2): 942-962 (April, 1992). DOI: 10.1214/aop/1176989812

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Abstract

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.

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E. B. Dynkin. "Superdiffusions and Parabolic Nonlinear Differential Equations." Ann. Probab. 20 (2) 942 - 962, April, 1992. https://doi.org/10.1214/aop/1176989812

Information

Published: April, 1992

First available in Project Euclid: 19 April 2007

zbMATH: 0756.60074

MathSciNet: MR1159580

Digital Object Identifier: 10.1214/aop/1176989812

Subjects:

Primary: 60J60

Secondary: 35K15 , 35K55 , 60G57 , 60J45

Keywords: Capacities , graph of a superprocess , Measure-valued processes , polar sets , probabilistic solution of nonlinear partial differential equations , Superprocesses

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