Spatial Branching Processes, Random Snakes and Partial Differential Equations (Paperback, 1999 ed.)

The text includes a presentation of the measure-valued branching processes also called superprocesses and of their basic properties. In the important quadratic branching case, the path-valued process known as the Brownian snake is used to give a concrete and powerful representation of superprocesses. This representation is applied to several connections with a class of semilinear partial differential equations. On the one hand, these connections give insight into properties of superprocesses. On the other hand, the probabilistic point of view sometimes leads to new analytic results, concerning for instance the trace classification of positive solutions in a smooth domain. An important tool is the analysis of random trees coded by linear Brownian motion. This includes the so-called continuum random tree and leads to the fractal random measure known as ISE, which has appeared recently in several limit theorems for models of statistical mechanics. This book is intended for postgraduate students and researchers in probability theory. It will also be of interest to mathematical physicists or specialists of PDE who want to learn about probabilistic methods. No prerequisites are assumed except for some familiarity with Brownian motion and the basic facts of the theory of stochastic processes. Although the text includes no new results, simplified versions of existing proofs are provided in several instances.

General

Imprint:	Birkhauser Verlag AG
Country of origin:	Switzerland
Series:	Lectures in Mathematics. ETH Zurich
Release date:	July 1999
First published:	1999
Authors:	Jean-Francois Le Gall
Dimensions:	244 x 170 x 9mm (L x W x T)
Format:	Paperback
Pages:	163
Edition:	1999 ed.
ISBN-13:	978-3-7643-6126-6
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations Promotions
LSN:	3-7643-6126-3
Barcode:	9783764361266

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