Transience and Solvability of a Non-Linear Diffusion Equation

Abstract

This paper is concerned with the existence of bounded solutions to an operator inequality which is a non-linear version of a discrete time diffusion equation. Here, the solvability of the inequality will be closely related to the transience of a corresponding random walk. In particular, the inequality will generally be solvable in three or more dimensions, but not in one or two dimensions if appropriate moment conditions hold.