Lectures in Mathematics. ETH Zurich

1 total work

Spatial Branching Processes, Random Snakes and Partial Differential Equations

by Jean-Francois Le Gall

Published 1 July 1999

This book introduces several remarkable new probabilistic objects that combine spatial motion with a continuous branching phenomenon and are closely related to certain semilinear partial differential equations (PDE). The Brownian snake approach is used to give a powerful representation of superprocesses and also to investigate connections between superprocesses and PDEs. These are notable because almost every important probabilistic question corresponds to a significant analytic problem.