Stochastic solutions of nonlinear pde's: McKean versus superprocesses
  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. 
R. Vilela Mendes
math.PR math-ph math.MP