Solutions of \(\Delta u=4u^2\) with Neumann's conditions using the Brownian snake

zbMath1054.60081MaRDI QIDQ1434095

Romain Abraham, Jean-François Delmas

Publication date: 1 July 2004

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

Brownian snakeexit measurereflected Brownian motionNeumann's problemsuper Brownian motionsemi-linear partial differential equations

Mathematics Subject Classification ID

Nonlinear boundary value problems for linear elliptic equations (35J65) Integral representations of solutions to PDEs (35C15) Applications of stochastic analysis (to PDEs, etc.) (60H30) Random measures (60G57) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Local time and additive functionals (60J55)

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