A PROBABILISTIC APPROACH TO ONE CLASS OF NONLINEAR DIFFERENTIAL-EQUATIONS

被引：140

作者：

DYNKIN, EB

机构：

[1] Department of Mathematics, Cornell University, Ithaca, 14853, NY, White Hall

来源：

PROBABILITY THEORY AND RELATED FIELDS | 1991年 / 89卷 / 01期

关键词：

D O I：

10.1007/BF01225827

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 positive solutions of one class of nonlinear partial differential equations and hitting probabilities and additive functionals of superdiffusion processes. As an application, we improve results on superprocesses by using the recent progress in the theory of removable singularities for differential equations.

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页码：89 / 115

页数：27

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