Advances in superprocesses and nonlinear PDEs

Sergei Kuznetsov is one of the top experts on measure valued branching processes (also known as superprocesses ) and their connection to nonlinear partial di erential operators. His research interests range from stochastic processes and partial di erential equations to mathematical statistics, time...

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Détails bibliographiques
Auteur principal: Englander, Janos
Autres auteurs: Rider, Brian (Éditeur intellectuel, Directeur de la publication), Engländer, János (Directeur de la publication)
Format: Livre numérique
Langue:Anglais
Publié: New York, NY : Springer US [20..].
Cham : Springer Nature
Édition:1st ed. 2013.
Collection:Springer Proceedings in Mathematics & Statistics 38
Accès en ligne:Accès sur la plateforme de l'éditeur
Accès sur la plateforme Istex
Accès Université d'Orléans
Accès INSA CVL
Note: Archives Springer e-books (Licence nationale)
Archives Springer e-books (Licence nationale)
Autres localisations: Voir dans le Sudoc
Edition sous un autre format:• Advances in superprocesses and Nonlinear PDEs, [edited by] Janos Englander, Brian Rider, [S.l], Springer Verlag, 2013, 1 vol. (vii-124 p.), Springer Proceedings in Mathematics & Statistics, 978-1-4614-6239-2
• Advances in Superprocesses and Nonlinear PDEs, Texte imprimé, 9781461462415
• Advances in Superprocesses and Nonlinear PDEs, Texte imprimé, 9781489973337
• Advances in superprocesses and Nonlinear PDEs, [edited by] Janos Englander, Brian Rider, [S.l], Springer Verlag, 2013, 1 vol. (vii-124 p.), Springer Proceedings in Mathematics & Statistics, 978-1-4614-6239-2
Table des matières:
  •  Markov processes and their applications to partial differential equations Kuznetsov's contributions Stochastic equations on projective systems of groups Modeling competition between two influenza strains Asymptotic Results for Near Critical Bienaym\'e-Galton-Watson and Catalyst-Reactant Branching Processes Some path large deviation results for a branching diffusion Longtime Behavior for Mutually Catalytic Branching Super-Brownian motion: Lp-convergence of martingales through the pathwise spine decomposition