ON POSITIVE SOLUTIONS OF SOME NONLINEAR DIFFERENTIAL-EQUATIONS - A PROBABILISTIC APPROACH

Abstract

By using connections between superdiffusions and partial differential equations (established recently by Dynkin, 1991), we study the structure of the set of all positive (bounded or unbounded) solutions for a class of nonlinear elliptic equations. We obtain a complete classification of all bounded solutions. Under more restrictive assumptions, we prove the uniqueness property of unbounded solutions, which was observed earlier by Cheng and Ni (1992).