Conditional propagation of chaos and a class of quasilinear PDE's

DOI10.1214/aop/1176988189zbMath0836.60053OpenAlexW2023931810MaRDI QIDQ1902957

Wei An Zheng

Publication date: 22 April 1996

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

Full work available at URL: https://doi.org/10.1214/aop/1176988189

zbMATH Keywords

tightnessdiffusion processespropagation of chaosquasilinear partial differential equationStefan's problem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Martingales and classical analysis (60G46) Heat and other parabolic equation methods for PDEs on manifolds (58J35)

Related Items

Brownian-time processes: The PDE connection and the half-derivative generator ⋮ Propagation of chaos for interacting particles subject to environmental noise ⋮ Diffusion with interactions between two types of particles and pressureless gas equations. ⋮ A phase transition speed estimate in the Stefan problem ⋮ A representation formula for transition probability densities of diffusions and applications ⋮ A probabilistic approach for nonlinear equations involving the fractional Laplacian and a singular operator ⋮ Estimates of the transition density of a gas system ⋮ Brownian-time processes: The PDE connection II and the corresponding Feynman-Kac formula

This page was built for publication: Conditional propagation of chaos and a class of quasilinear PDE's