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超布朗运动与无界区域上一类非线性微分方程
Super-Brownian Motion and One Class of Nonlinear Differential Equations on Unbounded Domains
【摘要】 本文得到了超布朗运动的一个极限定理,并用超布朗运动给出了区域D上非线性微分方程的Dirichlet问题与随机Dirichlet问题非负有界解的精确表达式.
【Abstract】 Let where a(x) and γ(x) are positive bounded integrable functions in D and We first establish a limit theorem of the super-Brownian motion X with parameters Then in Section 3 and 4, we study the structure of the set of all positive bounded solutions of the differential equation in a domain D (bounded or unbounded). All positive bounded solutions with Dirichlet boundary condition or stochastic Dirichlet boundary condition are represented in terms of the super-Brownian motion X.
【关键词】 超布朗运动;
非线性微分方程;
Dirichlet问题;
随机Dirichlet问题;
【Key words】 Super-Brownian motion; Nonlinear differential equation; Dirichlet problem; Stochastic Dirichlet problem;
【Key words】 Super-Brownian motion; Nonlinear differential equation; Dirichlet problem; Stochastic Dirichlet problem;
【基金】 国家自然科学基金;博士点基金
- 【文献出处】 数学学报 ,ACTA MATHEMATICA SINICA , 编辑部邮箱 ,1999年01期
- 【分类号】O175
- 【被引频次】2
- 【下载频次】48