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Item Details
| Title:
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AN INTRODUCTION TO BRANCHING MEASURE-VALUED PROCESSES
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| By: |
E. B. Dynkin |
| Format: |
Paperback |
| List price:
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£101.00 |
| Our price: |
£90.90 |
| Discount: |
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| You save:
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£10.10 |
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| ISBN 10: |
0821802690 |
| ISBN 13: |
9780821802694 |
| Availability: |
Publisher out of stock. This item may be subject to delays or cancellation.
 Delivery
rates
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| Stock: |
Currently 0 available |
| Publisher: |
AMERICAN MATHEMATICAL SOCIETY |
| Pub. date: |
15 June, 1994 |
| Edition: |
UK ed. |
| Series: |
CRM Monograph Series No. 6 |
| Pages: |
134 |
| Description: |
Branching measure-valued (BMV) processes has been the subject of much research. This monograph on the theory of BMV processes constructs a large class of BMV processes, called superprocesses, by passing to the limit from branching particle systems. |
| Synopsis: |
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. |
| Illustrations: |
references, indexes |
| Publication: |
US |
| Imprint: |
American Mathematical Society |
| Returns: |
Returnable |
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