The McKean martingale for the homogeneous \(R\)-\(D\)-systems (Q1343455): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(2 intermediate revisions by 2 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: R-D systems and branching Jirina processes / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Application of brownian motion to the equation of kolmogorov-petrovskii-piskunov / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 11:30, 23 May 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The McKean martingale for the homogeneous \(R\)-\(D\)-systems |
scientific article |
Statements
The McKean martingale for the homogeneous \(R\)-\(D\)-systems (English)
0 references
19 February 1995
0 references
This article is part of the author's work on the probabilistic description of the solution of nonlinear partial differential equations (PDE) [see also ibid. 43, No. 2, 137-142 (1991) resp. ibid. 43, No. 2, 162-167 (1991; Zbl 0729.60081) and Math. USSR, Sb. 62, No. 2, 525-540 (1989), translation from Mat. Sb., Nov. Ser. 134(176), No. 4(12), 530-545 (1987; Zbl 0663.60066)]. The author chooses a nonlinearity which generalizes the case \(f(u) = u^2 - u\) treated by H. P. McKean and gives an explicit probabilistic description of the solution of the PDE in this case. It is in terms of a martingale which contains the Jirina branching process \(M\), and the author shows that \(M\) is spatially homogeneous iff the nonlinear part in the PDE has this property.
0 references
nonlinear partial differential equations
0 references
McKean martingale
0 references
Jirina branching process
0 references