CONDITIONAL PROPAGATION OF CHAOS AND A CLASS OF QUASI-LINEAR PDES
成果类型：
Article
署名作者：
ZHENG, W
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1176988189
发表日期：
1995
页码：
1389-1413
关键词：
摘要：
We consider conditional propagation of chaos and use it to solve a class of quasilinear equations of parabolic type. In addition, we construct a class of continuous stochastic processes associated with the above nonlinear equations. Our method imposes fewer smoothness conditions on the coefficients and allows a degenerate nonlinear weight before a divergence form operator. We hope this probabilistic approach will introduce a better microscopic picture for understanding some Stefan type problems.
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