书目名称 | Measure-Valued Branching Markov Processes |
编辑 | Zenghu Li |
视频video | |
概述 | Includes a new chapter on one-dimensional stochastic equations and their links to stochastic flows.The chapter on state-dependent immigration has been completely rewritten.New results and examples hav |
丛书名称 | Probability Theory and Stochastic Modelling |
图书封面 |  |
描述 | .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. The first part of the book gives an analytic construction of a special class of such processes, the Dawson–Watanabe superprocesses, which includes the finite-dimensional continuous-state branching process as an example. Under natural assumptions, it is shown that the superprocesses have Borel right realizations. Transformations are then used to derive the existence and regularity of several different forms of the superprocesses. This technique simplifies the constructions and gives useful new perspectives. Martingale problems of superprocesses are discussed under Feller type assumptions. The second part investigates immigration structures associated with the measure-valued branching processes. The structures are formulated by skewconvolution semigroups, which are characterized in terms of infinitely divisible probability entrance laws. A theory of stochastic equations for one-dimensional continuous-state branching processes with or wi |
出版日期 | Book 2022Latest edition |
关键词 | Measure-valued branching processes; Immigration processes; Dawson-Watanabe superprocess; Skew convoluti |
版次 | 2 |
doi | https://doi.org/10.1007/978-3-662-66910-5 |
isbn_softcover | 978-3-662-66912-9 |
isbn_ebook | 978-3-662-66910-5Series ISSN 2199-3130 Series E-ISSN 2199-3149 |
issn_series | 2199-3130 |
copyright | Springer-Verlag GmbH Germany, part of Springer Nature 2022 |