Measure-Valued Branching Markov Processes

Häftad, Engelska, 2024

Av Zenghu Li

2 339 kr

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This book provides a compact introduction to the theory of measure-valued branching processes, immigration processes and Ornstein–Uhlenbeck type processes. Measure-valued branching processes arise as high density limits of branching particle systems.

Produktinformation

Utgivningsdatum2024-03-15
Mått155 x 235 x 27 mm
Vikt739 g
FormatHäftad
SpråkEngelska
SerieProbability Theory and Stochastic Modelling
Antal sidor475
Upplaga2
FörlagSpringer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN9783662669129

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Zenghu Li is a Changjiang Scholar Distinguished Professor at Beijing Normal University and a Fellow of the Institute of Mathematical Statistics. He serves on the editorial board for several mathematical journals and book series, including Acta Mathematica Sinica and Stochastic Processes and Their Applications. His research interests include branching Markov processes, measure-valued Markov processes, stochastic differential equations and applications.

Preface to the Second Edition.- Preface to the First Edition.- Conventions and Notations.- 1. Random Measures on Metric Spaces.- 2. Measure-Valued Branching Processes.- 3. One-Dimensional Branching Processes.- 4. Branching Particle Systems.- 5. Basic Regularities of Superprocesses.- 6. Constructions by Transformations.- 7. Martingale Problems of Superprocesses.- 8. Entrance Laws and Kuznetsov Measures.- 9. Structures of Independent Immigration.- 10. One-Dimensional Stochastic Equations.- 11. Path-Valued Processes and Stochastic Flows.- 12. State-Dependent Immigration Structures.- 13. Generalized Ornstein-Uhlenbeck Processes.- 14. Small-Branching Fluctuation Limits.- A. Markov Processes.- References.- Subject Index.- Symbol Index.