On a Class of Non-linear Differential Equations Arising from Branching Diffusions
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Publication:6415201
arXiv2210.14728MaRDI QIDQ6415201FDOQ6415201
Authors: Erfan Salavati
Publication date: 22 October 2022
Abstract: A non-linear differential equation arising from a stochastic process known as branching Brownian motion is considered. We find an explicit solution and show the uniqueness of the solution under some boundedness conditions using probabilistic ideas. We discuss non-negative solutions. We also generalize this idea to a class of non-linear parabolic differential equations which we call probabilistic parabolic equations.
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