On The Martingale Problem For Interactive Measure Valued Branching Diffusions
Download On The Martingale Problem For Interactive Measure Valued Branching Diffusions full books in PDF, epub, and Kindle. Read online free On The Martingale Problem For Interactive Measure Valued Branching Diffusions ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
On the Martingale Problem for Interactive Measure valued Branching Diffusions
![On the Martingale Problem for Interactive Measure valued Branching Diffusions](https://youbookinc.com/wp-content/uploads/2024/06/cover.jpg)
Author | : Perkins, E. A. (Edwin A.),Carleton University. Laboratory for Research in Statistics and Probability,University of Ottawa |
Publsiher | : Laboratory for Research in Statistics and Probability, Carleton University = Laboratoire de recherche en statistique et probabilités, Carleton University |
Total Pages | : 93 |
Release | : 1993 |
Genre | : Branching processes |
ISBN | : OCLC:35539974 |
Download On the Martingale Problem for Interactive Measure valued Branching Diffusions Book in PDF, Epub and Kindle
On the Martingale Problem for Interactive Measure Valued Branching Diffusions
Author | : Edwin Arend Perkins |
Publsiher | : American Mathematical Soc. |
Total Pages | : 89 |
Release | : 1995 |
Genre | : Mathematics |
ISBN | : 9780821803585 |
Download On the Martingale Problem for Interactive Measure Valued Branching Diffusions Book in PDF, Epub and Kindle
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.
Stochastic Partial Differential Equations Six Perspectives
Author | : René Carmona |
Publsiher | : American Mathematical Soc. |
Total Pages | : 349 |
Release | : 1999 |
Genre | : Stochastic partial differential equations |
ISBN | : 9780821821008 |
Download Stochastic Partial Differential Equations Six Perspectives Book in PDF, Epub and Kindle
The field of Stochastic Partial Differential Equations (SPDEs) is one of the most dynamically developing areas of mathematics. It lies at the cross section of probability, partial differential equations, population biology, and mathematical physics. The field is especially attractive because of its interdisciplinary nature and the enormous richness of current and potential future applications. This volume is a collection of six important topics in SPDEs presented from the viewpoint of distinguished scientists working in the field and related areas. Emphasized are the genesis and applications of SPDEs as well as mathematical theory and numerical methods. .
Measure valued Processes Stochastic Partial Differential Equations and Interacting Systems
Author | : Donald Andrew Dawson |
Publsiher | : American Mathematical Soc. |
Total Pages | : 260 |
Release | : 1994-01-01 |
Genre | : Mathematics |
ISBN | : 0821870440 |
Download Measure valued Processes Stochastic Partial Differential Equations and Interacting Systems Book in PDF, Epub and Kindle
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
Author | : Maury Bramson,Richard T. Durrett |
Publsiher | : Springer Science & Business Media |
Total Pages | : 393 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 9781461221685 |
Download Perplexing Problems in Probability Book in PDF, Epub and Kindle
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
Author | : Takeyuki Hida,Kimiaki Saito |
Publsiher | : World Scientific |
Total Pages | : 240 |
Release | : 1999-08-16 |
Genre | : Science |
ISBN | : 9789814543606 |
Download Quantum Information Proceedings Of The First International Conference Book in PDF, Epub and Kindle
Seminaire de Probabilites XXIX
Author | : Jacques Azema,Michel Emery,Paul-Andre Meyer,Marc Yor |
Publsiher | : Springer |
Total Pages | : 337 |
Release | : 2006-11-14 |
Genre | : Mathematics |
ISBN | : 9783540447443 |
Download Seminaire de Probabilites XXIX Book in PDF, Epub and Kindle
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
Author | : Peter Kotelenez |
Publsiher | : Springer Science & Business Media |
Total Pages | : 452 |
Release | : 2007-12-05 |
Genre | : Mathematics |
ISBN | : 9780387743172 |
Download Stochastic Ordinary and Stochastic Partial Differential Equations Book in PDF, Epub and Kindle
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.