A probabilistic representation for the solutions to some non-linear PDEs using pruned branching trees

DOI10.1016/j.anihpb.2006.02.001zbMath1119.60060arXivmath/0505449OpenAlexW2043046760MaRDI QIDQ876123

Roger P. Tribe, Dirk Blömker, Marco Romito

Publication date: 16 April 2007

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0505449

zbMATH Keywords

branching processesstochastic representationnonlinear PDEspruned trees

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Applications of stochastic analysis (to PDEs, etc.) (60H30) Partial differential equations of mathematical physics and other areas of application (35Q99) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Representations of solutions to partial differential equations (35C99)

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