Superdiffusions and Positive Solutions of Nonlinear Partial Differential Equations
Author | : Evgeniĭ Borisovich Dynkin |
Publisher | : American Mathematical Soc. |
Total Pages | : 130 |
Release | : 2004 |
ISBN-10 | : 9780821836828 |
ISBN-13 | : 082183682X |
Rating | : 4/5 (28 Downloads) |
Download or read book Superdiffusions and Positive Solutions of Nonlinear Partial Differential Equations written by Evgeniĭ Borisovich Dynkin and published by American Mathematical Soc.. This book was released on 2004 with total page 130 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is devoted to the applications of probability theory to the theory of nonlinear partial differential equations. More precisely, it is shown that all positive solutions for a class of nonlinear elliptic equations in a domain are described in terms of their traces on the boundary of the domain. The main probabilistic tool is the theory of superdiffusions, which describes a random evolution of a cloud of particles. A substantial enhancement of this theory is presented that will be of interest to anyone who works on applications of probabilistic methods to mathematical analysis. The book is suitable for graduate students and research mathematicians interested in probability theory and its applications to differential equations. Also of interest by this author is Diffusions, Superdiffusions and Partial Differential Equations in the AMS series, Colloquium Publications.