An Introduction to Branching Measure-Valued Processes (CRM Monograph Series No. 6)
By: E. B. Dynkin (author)Paperback
1 - 2 weeks availability
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.
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.
Number Of Pages:
- ID: 9780821802694
- Saver Delivery: Yes
- 1st Class Delivery: Yes
- Courier Delivery: Yes
- Store Delivery: Yes
Prices are for internet purchases only. Prices and availability in WHSmith Stores may vary significantly
© Copyright 2013 - 2017 WHSmith and its suppliers.
WHSmith High Street Limited Greenbridge Road, Swindon, Wiltshire, United Kingdom, SN3 3LD, VAT GB238 5548 36