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

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dc.creatorBlömker, D.
dc.creatorRomito, M.
dc.creatorTribe, R.
dc.date2005-05-21
dc.date.accessioned2026-07-07T07:37:20Z
dc.date.available2026-07-07T07:37:20Z
dc.descriptionThe solutions to a large class of semi-linear parabolic PDEs are given in terms of expectations of suitable functionals of a tree of branching particles. A sufficient, and in some cases necessary, condition is given for the integrability of the stochastic representation, using a companion scalar PDE. In cases where the representation fails to be integrable a sequence of pruned trees is constructed, producing a approximate stochastic representations that in some cases converge, globally in time, to the solution of the original PDE.
dc.identifierhttps://arxiv.org/abs/math/0505449
dc.identifierhttp://arxiv.org/abs/math/0505449
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/120740
dc.subjectProbability
dc.subjectMathematical Physics
dc.subject60J80; 35Q30; 35K55; 35C99; 76M35; 60H30
dc.titleA probabilistic representation for the solutions to some non-linear PDEs using pruned branching trees
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