Conditional Propagation of Chaos and a Class of Quasilinear PDE'S
Conditional Propagation of Chaos and a Class of Quasilinear PDE'S
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 …