Dirichlet problem related to a class of superprocesses

DOI10.1007/BF02883210MaRDI QIDQ1387434zbMATH OpenFDO

Authors D. Massart, Zhen Liu, Rong Wu

Publication date 1 October 1998

Published in Chinese Science Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02883210

zbMATH Keywords

diffusionDirichlet problemMarkov processsuperprocess

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Review text

The note presents several theorems that generalize a result of \textit{E. B. Dynkin} [Probab. Theory Relat. Fields 95, No. 2, 263-281 (1993; Zbl 0791.60075)], in which for the Dirichlet problem for a Markov process in \(R^d\) an explicit expression for the unique solution in terms of the corresponding superprocess has been given.

Cites work

• A probabilistic approach to one class of nonlinear differential equations
• On regularity of superprocesses

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