Spatial branching in random environments and with interaction

by Englander, Janos

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Title Statements

Full title :Spatial branching in random environments and with interaction / by Janos Englander, University of Colorado Boulder, USA.

Edition Statements

Publication Date:©2014

Publication Statements

Publisher(s):World Scientific
Place of Publication:Hackensack, New Jersey
Language:eng
Publication Date:©2014

The Physical Object

Description:1 online resource (xv, 270 pages)

Edition Identifiers

ISBN:9789814569842, 9814569844
oclc:ocn898070298
LC Classification:QA276
Dewey Decimal:519.2/34

""1.7.4 The Ornstein-Uhlenbeck process""""1.7.5 Transition measures and h-transform""; ""1.8 Ito-integral and SDEâ€?s""; ""1.8.1 The Bessel process and a large deviation result for Brownian motion""; ""1.9 Martingale change of measure""; ""1.9.1 Changes of measures, density process, uniform integrability""; ""1.9.2 Two particular changes of measures: Girsanov and Poisson""; ""1.10 The generalized principal eigenvalue for a second order elliptic operator""; ""1.10.1 Smooth bounded domains""; ""1.10.2 Probabilistic representation of Î»c""; ""1.11 Some more criticality theory""

""Contents""; ""Preface""; ""1. Preliminaries: Diffusion, spatial branching and Poissonian obstacles""; ""1.1 Notation, terminology""; ""1.2 A bit of measure theory""; ""1.3 Gronwallâ€?s inequality""; ""1.4 Markov processes""; ""1.5 Martingales""; ""1.5.1 Basics""; ""1.5.2 Estimates for the absolute moments""; ""1.6 Brownian motion""; ""1.6.1 The measure theoretic approach""; ""1.6.2 Levyâ€?s approach""; ""1.6.3 Some more properties of Brownian motion""; ""1.7 Diffusion""; ""1.7.1 Martingale problem, L-diffusion""; ""1.7.2 Connection to PDEâ€?s; semigroups""; ""1.7.3 Further properties""

""1.12 Poissonian ob…

Subjects

Branching processes Law of large numbers Loi des grands nombres Mathematical statistics MATHEMATICS -- Applied MATHEMATICS -- Probability & Statistics Processus ramifiés