Stochastic solutions to evolution equations of non-local branching processes

被引:5
|
作者
Beznea, Lucian [1 ,2 ,3 ]
Lupascu-Stamate, Oana [4 ]
Vrabie, Catalin Ioan [1 ]
机构
[1] Romanian Acad, Simion Stoilow Inst Math, Res Unit 2, POB 1-764, RO-014700 Bucharest, Romania
[2] Univ Bucharest, Fac Math & Comp Sci, Bucharest, Romania
[3] Ctr Francophone Mathemat Bucarest, Bucharest, Romania
[4] Romanian Acad, Gheorghe Mihoc Caius Iacob Inst Math Stat & Appl, Calea 13 Septembrie 13, RO-050711 Bucharest, Romania
关键词
Nonlinear evolution equation; Non-local branching process; Measure-valued process; Branching semigroup; Continuous additive functional; Killed process; Excessive function; Compact Lyapunov function; MARKOV-PROCESSES; SUPERPROCESSES; CONSTRUCTION; FUNCTIONALS; REGULARITY;
D O I
10.1016/j.na.2020.112021
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We give a probabilistic representation for the solution to a nonlinear evolution equation induced by a measure-valued branching process. We first construct the involved branching processes on the set of all finite configurations of a given set, with a killing rate induced by a continuous additive functional, and with a non-local branching procedure given by a sequence of Markovian kernels. The main application is to prove stochastic aspects for a nonlinear evolution equation related to the Neumann problem and the surface measure on the boundary, which corresponds to the reflecting Brownian motion as base movement, taking the killing rate given by the local time on the boundary. We use specific potential theoretical tools. (C) 2020 Elsevier Ltd. All rights reserved.
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页数:18
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