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On the Martingale Problem for Interactive Measure-Valued Branching Diffusions - Couverture souple

American Mathematical Society

 
9780821803585: On the Martingale Problem for Interactive Measure-Valued Branching Diffusions
Couverture souple
ISBN 10 : 0821803581 ISBN 13 : 9780821803585
Editeur : American Mathematical Society, 1995

Synopsis

This book develops stochastic integration with respect to ``Brownian trees'' and its associated stochastic calus, 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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
American Mathematical Society
Date d'édition
1995
Langue
anglais
ISBN 10 
0821803581
ISBN 13 
9780821803585
Reliure
Broché
Nombre de pages
89
Coordonnées du fabricant
non disponible
Personne responsable
Mare Nostrum Group B.V.
gpsr@mare-nostrum.co.uk

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Breda
4831 GR
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