Nonlinear parabolic P.D.E. and additive functionals of superdiffusions

DOI10.1214/AOP/1024404415zbMath0880.60080OpenAlexW2006465630MaRDI QIDQ1356360

S. E. Kuznetsov, E. B. Dynkin

Publication date: 3 February 1998

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1024404415

zbMATH Keywords

polar setsbranchingpotentialscapacitiesmeasure-valued processesboundary value problems involving measureslog-potentialsnatural linear additive functionalsprobabilistic solutions of partial differential equations

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Nonlinear boundary value problems for linear elliptic equations (35J65) Nonlinear elliptic equations (35J60) Diffusion processes (60J60) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Potentials and capacities on other spaces (31C15) Local time and additive functionals (60J55) Other generalizations (nonlinear potential theory, etc.) (31C45)

Related Items (8)

Natural linear additive functionals of superprocesses ⋮ Backward stochastic differential equations with singular terminal condition ⋮ Stochastic boundary values and boundary singularities for solutions of the equation \(Lu=u^\alpha\) ⋮ Stochastic partial differential equations with singular terminal condition ⋮ Semilinear parabolic equations, diffusions, and superdiffusions ⋮ Removable lateral singularities of semilinear parabolic PDEs and Besov capacities ⋮ Semilinear parabolic equations with measure boundary data and isolated singularities ⋮ Integro-partial differential equations with singular terminal condition

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