On The Martingale Problem For Interactive Measure Valued Branching Diffusions
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On The Martingale Problem For Interactive Measure Valued Branching Diffusions
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Author : Edwin Arend Perkins
language : en
Publisher:
Release Date : 1995
On The Martingale Problem For Interactive Measure Valued Branching Diffusions written by Edwin Arend Perkins and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995 with Branching processes categories.
On The Martingale Problem For Interactive Measure Valued Branching Diffusions
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Author : Edwin Arend Perkins
language : en
Publisher: American Mathematical Soc.
Release Date : 1995
On The Martingale Problem For Interactive Measure Valued Branching Diffusions written by Edwin Arend Perkins and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995 with Mathematics categories.
This book develops stochastic integration with respect to ``Brownian trees'' and its associated stochastic calculus, with the aim of proving pathwise existence and uniqueness in a stochastic equation driven by a historical Brownian motion. Perkins uses these results and a Girsanov-type theorem to prove that the martingale problem for the historical process associated with a wide class of interactive branching measure-valued diffusions (superprocesses) is well-posed. The resulting measure-valued processes will arise as limits of the empirical measures of branching particle systems in which particles interact through their spatial motions or, to a lesser extent, through their branching rates.
On The Martingale Problem For Interactive Measure Valued Branching Diffusions
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Author : Perkins, E. A. (Edwin A.)
language : en
Publisher: Laboratory for Research in Statistics and Probability, Carleton University = Laboratoire de recherche en statistique et probabilités, Carleton University
Release Date : 1993
On The Martingale Problem For Interactive Measure Valued Branching Diffusions written by Perkins, E. A. (Edwin A.) and has been published by Laboratory for Research in Statistics and Probability, Carleton University = Laboratoire de recherche en statistique et probabilités, Carleton University this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993 with Branching processes categories.
Stochastic Partial Differential Equations Six Perspectives
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Author : René Carmona
language : en
Publisher: American Mathematical Soc.
Release Date : 1999
Stochastic Partial Differential Equations Six Perspectives written by René Carmona and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Mathematics categories.
Presents the main topics of interest in the field of stochastic partial differential equations (SPDEs), emphasizing breakthroughs and such basic issues as the role of SPDEs in stochastic modeling, how SPDEs arise, and how their theory is applied in different disciplines. Emphasis is placed on the genesis and applications of SPDEs, as well as mathematical theory and numerical methods. Suitable for graduate level students, researchers. Annotation copyrighted by Book News, Inc., Portland, OR
Measure Valued Processes Stochastic Partial Differential Equations And Interacting Systems
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Author : Donald Andrew Dawson
language : en
Publisher: American Mathematical Soc.
Release Date : 1994-01-01
Measure Valued Processes Stochastic Partial Differential Equations And Interacting Systems written by Donald Andrew Dawson and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994-01-01 with Mathematics categories.
The papers in this collection explore the connections between the rapidly developing fields of measure-valued processes, stochastic partial differential equations, and interacting particle systems, each of which has undergone profound development in recent years. Bringing together ideas and tools arising from these different sources, the papers include contributions to major directions of research in these fields, explore the interface between them, and describe newly developing research problems and methodologies. Several papers are devoted to different aspects of measure-valued branching processes (also called superprocesses). Some new classes of these processes are described, including branching in catalytic media, branching with change of mass, and multilevel branching. Sample path and spatial clumping properties of superprocesses are also studied. The papers on Fleming-Viot processes arising in population genetics include discussions of the role of genealogical structures and the application of the Dirichlet form methodology. Several papers are devoted to particle systems studied in statistical physics and to stochastic partial differential equations which arise as hydrodynamic limits of such systems. With overview articles on some of the important new developments in these areas, this book would be an ideal source for an advanced graduate course on superprocesses.
Perplexing Problems In Probability
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Author : Maury Bramson
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Perplexing Problems In Probability written by Maury Bramson and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
Harry Kesten has had a profound influence on probability theory for over 30 years. To honour his achievements a number of prominent probabilists have written survey articles on a wide variety of active areas of contemporary probability, many of which are closely related to Kesten's work.
Quantum Information Proceedings Of The First International Conference
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Author : Takeyuki Hida
language : en
Publisher: World Scientific
Release Date : 1999-08-16
Quantum Information Proceedings Of The First International Conference written by Takeyuki Hida and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999-08-16 with Science categories.
Seminaire De Probabilites Xxix
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Author : Jacques Azema
language : en
Publisher: Springer
Release Date : 2006-11-14
Seminaire De Probabilites Xxix written by Jacques Azema and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-11-14 with Mathematics categories.
All the papers included in this volume are original research papers. They represent an important part of the work of French probabilists and colleagues with whom they are in close contact throughout the world. The main topics of the papers are martingale and Markov processes studies.
Stochastic Ordinary And Stochastic Partial Differential Equations
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Author : Peter Kotelenez
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-12-05
Stochastic Ordinary And Stochastic Partial Differential Equations written by Peter Kotelenez and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-12-05 with Mathematics categories.
Stochastic Partial Differential Equations analyzes mathematical models of time-dependent physical phenomena on microscopic, macroscopic and mesoscopic levels. It provides a rigorous derivation of each level from the preceding one and examines the resulting mesoscopic equations in detail. Coverage first describes the transition from the microscopic equations to the mesoscopic equations. It then covers a general system for the positions of the large particles.
Measure Valued Branching Markov Processes
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Author : Zenghu Li
language : en
Publisher: Springer Nature
Release Date : 2023-03-13
Measure Valued Branching Markov Processes written by Zenghu Li and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-03-13 with Mathematics categories.
This book provides a compact introduction to the theory of measure-valued branching processes, immigration processes and Ornstein–Uhlenbeck type processes. Measure-valued branching processes arise as high density limits of branching particle systems. The first part of the book gives an analytic construction of a special class of such processes, the Dawson–Watanabe superprocesses, which includes the finite-dimensional continuous-state branching process as an example. Under natural assumptions, it is shown that the superprocesses have Borel right realizations. Transformations are then used to derive the existence and regularity of several different forms of the superprocesses. This technique simplifies the constructions and gives useful new perspectives. Martingale problems of superprocesses are discussed under Feller type assumptions. The second part investigates immigration structures associated with the measure-valued branching processes. The structures are formulated by skew convolution semigroups, which are characterized in terms of infinitely divisible probability entrance laws. A theory of stochastic equations for one-dimensional continuous-state branching processes with or without immigration is developed, which plays a key role in the construction of measure flows of those processes. The third part of the book studies a class of Ornstein-Uhlenbeck type processes in Hilbert spaces defined by generalized Mehler semigroups, which arise naturally in fluctuation limit theorems of the immigration superprocesses. This volume is aimed at researchers in measure-valued processes, branching processes, stochastic analysis, biological and genetic models, and graduate students in probability theory and stochastic processes.