STOCHASTIC SOLUTIONS OF NONLINEAR PDE'S: MCKEAN VERSUS SUPERPROCESSES

摘要

Stochastic solutions not only provide new rigorous results for nonlinear pde's but also, through its local non-grid nature, are a natural tool for parallel computation. There are two methods to construct stochastic solutions: the McKean method and superprocesses. Here a comparison is made of these two approaches and their strenghts and limitations are discussed.