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The Resource On the Martingale problem for interactive measure-valued branching diffusions

On the Martingale problem for interactive measure-valued branching diffusions

Label
On the Martingale problem for interactive measure-valued branching diffusions
Title
On the Martingale problem for interactive measure-valued branching diffusions
Creator
Subject
Language
eng
Summary
The 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. We use 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). The resulting measure-valued processes arise as limits of the empirical measures of branching particle systems, in which particles interact through their spatial motions or through their branching rates
Cataloging source
UkLiU
http://library.link/vocab/creatorDate
1953-
http://library.link/vocab/creatorName
Perkins, Edwin Arend
Index
no index present
Literary form
non fiction
Series statement
Memoirs of the American Mathematical Society
Series volume
115/549
http://library.link/vocab/subjectName
  • Branching processes
  • Random measures
  • Stochastic analysis
Label
On the Martingale problem for interactive measure-valued branching diffusions
Instantiates
Publication
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Isbn
9780821803585
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Label
On the Martingale problem for interactive measure-valued branching diffusions
Publication
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Isbn
9780821803585
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n

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      Ashton Street, Liverpool, L69 3DA, GB
      53.418074 -2.967913
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