Branching Exit Markov System and their Applications to Partial Differential Equations

E. B. Dynkin
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E. B. Dynkin: Cornell University

Chapter Chapter 1 in Markov Processes and Controlled Markov Chains, 2002, pp 3-13 from Springer

Abstract: Abstract Connections between linear partial differential equations involving second order uniformly elliptic operators L and diffusion processes are known for a long time. Superdiffusions are related, in an analogous way, to equations involving semilinear differential operators Lu — ψ(u).

Keywords: MARKOV Process; Random Measure; Exit Time; Linear Partial Differential Equation; Removable Singularity (search for similar items in EconPapers)
Date: 2002
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DOI: 10.1007/978-1-4613-0265-0_1

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