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 superproce
Spatial Branching Processes, Random Snakes and Partial Differential Equations
✍ Scribed by Jean-François Le Gall (auth.)
- Publisher
- Birkhäuser Basel
- Year
- 1999
- Tongue
- English
- Leaves
- 169
- Series
- Lectures in Mathematics ETH Zürich
- Edition
- 1
- Category
- Library
No coin nor oath required. For personal study only.
✦ Synopsis
In these lectures, we give an account of certain recent developments of the theory of spatial branching processes. These developments lead to several fas cinating probabilistic objects, which combine spatial motion with a continuous branching phenomenon and are closely related to certain semilinear partial dif ferential equations. Our first objective is to give a short self-contained presentation of the measure valued branching processes called superprocesses, which have been studied extensively in the last twelve years. We then want to specialize to the important class of superprocesses with quadratic branching mechanism and to explain how a concrete and powerful representation of these processes can be given in terms of the path-valued process called the Brownian snake. To understand this representation as well as to apply it, one needs to derive some remarkable properties of branching trees embedded in linear Brownian motion, which are of independent interest. A nice application of these developments is a simple construction of the random measure called ISE, which was proposed by Aldous as a tree-based model for random distribution of mass and seems to play an important role in asymptotics of certain models of statistical mechanics. We use the Brownian snake approach to investigate connections between super processes and partial differential equations. These connections are remarkable in the sense that almost every important probabilistic question corresponds to a significant analytic problem.
✦ Table of Contents
Front Matter....Pages i-ix
An Overview....Pages 1-20
Continuous-state Branching Processes and Superprocesses....Pages 21-40
The Genealogy of Brownian Excursions....Pages 41-51
The Brownian Snake and Quadratic Superprocesses....Pages 53-74
Exit Measures and the Nonlinear Dirichlet Problem....Pages 75-88
Polar Sets and Solutions with Boundary Blow-up....Pages 89-109
The Probabilistic Representation of Positive Solutions....Pages 111-128
Lévy Processes and the Genealogy of General Continuous-state Branching Processes....Pages 129-149
Back Matter....Pages 151-163
✦ Subjects
Mathematics, general
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