On the Martingale Problem for Interactive Measure Valued Branching Diffusions

This book PDF is perfect for those who love Mathematics genre, written by Edwin Arend Perkins and published by American Mathematical Soc. which was released on 25 September 1995 with total hardcover pages 89. You could read this book directly on your devices with pdf, epub and kindle format, check detail and related On the Martingale Problem for Interactive Measure Valued Branching Diffusions books below.

On the Martingale Problem for Interactive Measure Valued Branching Diffusions
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Publisher : American Mathematical Soc.
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ISBN : 9780821803585
Pages : 89 pages
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On the Martingale Problem for Interactive Measure Valued Branching Diffusions by Edwin Arend Perkins Book PDF Summary

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.

On the Martingale Problem for Interactive Measure Valued Branching Diffusions

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

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On the Martingale Problem for Interactive Measure valued Branching Diffusions

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