An introduction to branching measure valued processes:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Providence, R.I.
American Mathematical Society
1994
|
| Schriftenreihe: | Centre de Recherches Mathématiques <Montréal>: CRM Monograph series
6 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | X, 134 S. |
| ISBN: | 0821802690 |
Internformat
MARC
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| 245 | 1 | 0 | |a An introduction to branching measure valued processes |c Eugene B. Dynkin |
| 264 | 1 | |a Providence, R.I. |b American Mathematical Society |c 1994 | |
| 300 | |a X, 134 S. | ||
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| 650 | 7 | |a Markov-processen |2 gtt | |
| 650 | 4 | |a Procesos de Markov | |
| 650 | 4 | |a Processus ramifiés | |
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| 650 | 4 | |a Branching processes | |
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Datensatz im Suchindex
| _version_ | 1804125264770236416 |
|---|---|
| adam_text | Contents
Preface ix
Chapter 0. Super Brownian Motion and Partial Differential Equations 1
1. Brownian motion and the Laplace equation 1
2. A nonlinear equation 1
3. Super Brownian approach to (2.1) 2
4. Super Brownian motion 2
5. Range of X 3
6. Polar sets for the Brownian and super Brownian motions 3
7. Polar sets on the boundary 4
8. Martin boundary theory for equation Lv = va 5
9. Solutions in Kd {0} 6
10. Positive solutions of Av = v2 in the unit disk 7
Chapter 1. Introduction 9
1. Branching measure valued processes 9
2. Superprocesses 13
3. Critical BMV processes and superprocesses 17
4. Superprocesses with a finite base space 19
5. Superdiffusions and partial differential equations 21
Chapter 2. Markov Processes 25
1. Markov transition functions and Markov semigroups 25
2. Markov processes 26
3. Remarkable classes of functions associated with a right process 28
4. Additive functionals of a Hunt process 31
5. Additive martingales. Levy measure 38
6. Stopping distributions and randomized stopping times 43
Chapter 3. Construction of Superprocesses 45
1. Branching 45
2. Branching particle systems 46
3. Superprocesses 48
4. The existence theorem 52
Chapter 4. General Feynman Kac formula 63
1. Central result 63
2. Derivation of the classical Feynman Kac formula 67
3. Application of the Levy measure 68
vii
viii CONTENTS
Chapter 5. Change of Parameters in Superprocesses 71
1. Change of parameters 71
2. General existence theorem 73
3. Superprocesses with finite first moments 74
Chapter 6. Structure of Branching Measure Valued
Processes 79
1. Introduction 79
2. Relations between processes f and X 80
3. Preliminary form of log Laplace equation 87
4. Linearity of (a/) and L 89
5. Approximation of (a/) 93
6. Localization of (a/) and L 96
7. Characteristic of continuous branching 101
8. Characteristic of discontinuous branching 105
Chapter 7. Historical Notes and Comments 109
1. Definition of BMV processes 109
2. Construction of BMV processes 110
3. Structure of BMV processes 112
4. Branching measure valued processes as solutions of martingale
problem 113
Appendix. Elements of Stochastic Calculus 115
1. Martingales and related topics 115
2. Stochastic integration with respect to semimartingales 120
References 123
Index 127
Index of Notation 133
|
| any_adam_object | 1 |
| author | Dynkin, Evgenij B. 1924-2014 |
| author_GND | (DE-588)119202085 |
| author_facet | Dynkin, Evgenij B. 1924-2014 |
| author_role | aut |
| author_sort | Dynkin, Evgenij B. 1924-2014 |
| author_variant | e b d eb ebd |
| building | Verbundindex |
| bvnumber | BV010782599 |
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| callnumber-subject | QA - Mathematics |
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| classification_tum | MAT 605f |
| ctrlnum | (OCoLC)30319575 (DE-599)BVBBV010782599 |
| dewey-full | 519.2/34 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2/34 |
| dewey-search | 519.2/34 |
| dewey-sort | 3519.2 234 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Book |
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| id | DE-604.BV010782599 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T17:58:48Z |
| institution | BVB |
| isbn | 0821802690 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-007201810 |
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| physical | X, 134 S. |
| publishDate | 1994 |
| publishDateSearch | 1994 |
| publishDateSort | 1994 |
| publisher | American Mathematical Society |
| record_format | marc |
| series | Centre de Recherches Mathématiques <Montréal>: CRM Monograph series |
| series2 | Centre de Recherches Mathématiques <Montréal>: CRM Monograph series |
| spelling | Dynkin, Evgenij B. 1924-2014 Verfasser (DE-588)119202085 aut An introduction to branching measure valued processes Eugene B. Dynkin Providence, R.I. American Mathematical Society 1994 X, 134 S. txt rdacontent n rdamedia nc rdacarrier Centre de Recherches Mathématiques <Montréal>: CRM Monograph series 6 Markov, Processus de Markov, processus de ram Markov-processen gtt Procesos de Markov Processus ramifiés Processus ramifiés ram Branching processes Markov processes Verzweigung Mathematik (DE-588)4078889-1 gnd rswk-swf Brownsche Bewegung (DE-588)4128328-4 gnd rswk-swf Verzweigungsprozess (DE-588)4188184-9 gnd rswk-swf Markov-Prozess (DE-588)4134948-9 gnd rswk-swf Abelsche Mannigfaltigkeit (DE-588)4140992-9 gnd rswk-swf Verzweigung Mathematik (DE-588)4078889-1 s Markov-Prozess (DE-588)4134948-9 s DE-604 Verzweigungsprozess (DE-588)4188184-9 s 1\p DE-604 Abelsche Mannigfaltigkeit (DE-588)4140992-9 s 2\p DE-604 Brownsche Bewegung (DE-588)4128328-4 s 3\p DE-604 Centre de Recherches Mathématiques <Montréal>: CRM Monograph series 6 (DE-604)BV007928388 6 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007201810&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Dynkin, Evgenij B. 1924-2014 An introduction to branching measure valued processes Centre de Recherches Mathématiques <Montréal>: CRM Monograph series Markov, Processus de Markov, processus de ram Markov-processen gtt Procesos de Markov Processus ramifiés Processus ramifiés ram Branching processes Markov processes Verzweigung Mathematik (DE-588)4078889-1 gnd Brownsche Bewegung (DE-588)4128328-4 gnd Verzweigungsprozess (DE-588)4188184-9 gnd Markov-Prozess (DE-588)4134948-9 gnd Abelsche Mannigfaltigkeit (DE-588)4140992-9 gnd |
| subject_GND | (DE-588)4078889-1 (DE-588)4128328-4 (DE-588)4188184-9 (DE-588)4134948-9 (DE-588)4140992-9 |
| title | An introduction to branching measure valued processes |
| title_auth | An introduction to branching measure valued processes |
| title_exact_search | An introduction to branching measure valued processes |
| title_full | An introduction to branching measure valued processes Eugene B. Dynkin |
| title_fullStr | An introduction to branching measure valued processes Eugene B. Dynkin |
| title_full_unstemmed | An introduction to branching measure valued processes Eugene B. Dynkin |
| title_short | An introduction to branching measure valued processes |
| title_sort | an introduction to branching measure valued processes |
| topic | Markov, Processus de Markov, processus de ram Markov-processen gtt Procesos de Markov Processus ramifiés Processus ramifiés ram Branching processes Markov processes Verzweigung Mathematik (DE-588)4078889-1 gnd Brownsche Bewegung (DE-588)4128328-4 gnd Verzweigungsprozess (DE-588)4188184-9 gnd Markov-Prozess (DE-588)4134948-9 gnd Abelsche Mannigfaltigkeit (DE-588)4140992-9 gnd |
| topic_facet | Markov, Processus de Markov, processus de Markov-processen Procesos de Markov Processus ramifiés Branching processes Markov processes Verzweigung Mathematik Brownsche Bewegung Verzweigungsprozess Markov-Prozess Abelsche Mannigfaltigkeit |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007201810&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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