An Introduction to Branching Measure-Valued Processes (CRM Monograph Series No. 6)

An Introduction to Branching Measure-Valued Processes (CRM Monograph Series No. 6)

By: E. B. Dynkin (author)Paperback

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For about half a century, two classes of stochastic processes - Gaussian processes and processes with independent increments - have played an important role in the development of stochastic analysis and its applications. During the last decade, a third class - branching measure-valued (BMV) processes - has also been the subject of much research. A common feature of all three classes is that their finite-dimensional distributions are infinitely divisible, allowing the use of the powerful analytic tool of Laplace (or Fourier) transforms.All three classes, in an infinite-dimensional setting, provide means for study of physical systems with infinitely many degrees of freedom. This is the first monograph devoted to the theory of BMV processes. Dynkin first constructs a large class of BMV processes, called superprocesses, by passing to the limit from branching particle systems. Then he proves that, under certain restrictions, a general BMV process is a superprocess. A special chapter is devoted to the connections between superprocesses and a class of nonlinear partial differential equations recently discovered by Dynkin.

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Super-Brownian motion and partial differential equations Introduction Markov processes Construction of superprocesses General Feynman-Kac formula Change of parameters in superprocesses Structure of branching measure-valued processes Historical notes and comments Elements of stochastic calculus References Index Index of notation.

Product Details

  • publication date: 15/06/1994
  • ISBN13: 9780821802694
  • Format: Paperback
  • Number Of Pages: 134
  • ID: 9780821802694
  • weight: 482
  • ISBN10: 0821802690

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