Buch, Englisch, 89 Seiten, Format (B × H): 177 mm x 253 mm, Gewicht: 188 g
Buch, Englisch, 89 Seiten, Format (B × H): 177 mm x 253 mm, Gewicht: 188 g
ISBN: 978-0-8218-0358-5
Verlag: American Mathematical Society(RI)
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.
