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 doma
Superdiffusions and positive solutions of nonlinear partial differential equations
โ Scribed by E. B. Dynkin
- Publisher
- Amer Mathematical Society
- Year
- 2004
- Tongue
- English
- Leaves
- 130
- Series
- University Lecture Series 034
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Synopsis
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
๐ SIMILAR VOLUMES
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 doma
Interactions between the theory of partial differential equations of elliptic and parabolic types and the theory of stochastic processes are beneficial for both probability theory and analysis. At the beginning, mostly analytic results were used by probabilists. More recently, analysts (and physicis