Spatial Branching Processes, Random Snakes and Partial Differential Equations (Lectures in Mathematics. ETH Zürich)
Edition: 1 edition
Publisher: Birkhäuser Basel
Published: September 24, 1999
Language: eng
Format: Paperback
Number of pages: 176
ISBN-13: 9783764361266
Subjects: Differential equations; Probability & statistics; Probability & Statistics - General; Mathematics; Science/Mathematics; Differential Equations - Partial Differential Equations; Mathematics / General; PDE; Stochastics; Applied
First sentence: This first chapter gives an overview of the topics that will be treated in greater detail later, with pointers to the following chapters.
Description: 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.