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Uniqueness of the null solution to a nonlinear partial differential equation satisfied by the explosion probability of a branching diffusion

Part of: Parabolic equations and systems Markov processes Partial differential equations Special processes

Published online by Cambridge University Press:  24 October 2016

K. Bruce Erickson
K. Bruce Erickson*
Affiliation:
University of Washington
*
* Postal address: Department of Mathematics, University of Washington, Seattle, WA 98195, USA. Email address: kbe@u.washington.edu
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Abstract

The explosion probability before time t of a branching diffusion satisfies a nonlinear parabolic partial differential equation. This equation, along with the natural boundary and initial conditions, has only the trivial solution, i.e. explosion in finite time does not occur, provided the creation rate does not grow faster than the square power at ∞.

Keywords

Quasi-linearbranching diffusionBesselprobability of explosion

MSC classification

Primary: 60J80: Branching processes (Galton-Watson, birth-and-death, etc.)
Secondary: 35A02: Uniqueness problems 35K59: Quasilinear parabolic equations 60K99: None of the above, but in this section
Type
Research Papers
Information
Journal of Applied Probability , Volume 53 , Issue 3 , September 2016 , pp. 938 - 945
Copyright
Copyright © Applied Probability Trust 2016 

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References

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