On a Class of Non-linear Differential Equations Arising from Branching Diffusions

Abstract

A non-linear differential equation arising from a stochastic process known as branching Brownian motion is considered. We find an explicit solution and show the uniqueness of the solution under some boundedness conditions using probabilistic ideas. We discuss non-negative solutions. We also generalize this idea to a class of non-linear parabolic differential equations which we call probabilistic parabolic equations.