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.
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.
出处
《数学学报(中文版)》
SCIE
CSCD
北大核心
1999年第1期105-110,共6页
Acta Mathematica Sinica:Chinese Series
基金
国家自然科学基金
博士点基金
关键词
超布朗运动
非线性微分方程
极限定理
无界区域
Super-Brownian motion, Nonlinear differential equation, Dirichlet problem,Stochastic Dirichlet problem