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Measure-valued branching Markov processes

Author: Zenghu Li
Publisher: Berlin : Springer, ©2011.
Series: Probability and its applications (Springer-Verlag)
Edition/Format:   Book : EnglishView all editions and formats
Database:WorldCat
Summary:

The most important feature of the book is the systematic treatment of immigration superprocesses and generalized Ornstein-Uhlenbeck processes based on skew convolution semigroups. The book simplifies  Read more...

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Details

Document Type: Book
All Authors / Contributors: Zenghu Li
ISBN: 9783642150036 3642150039 3642266207 9783642266201
OCLC Number: 662409508
Description: xi, 350 pages ; 24 cm.
Contents: Preface.- 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 Excursion Laws.- 9. Structures of Independent Immigration.- 10. State-dependent Immigration Structures.- 11. Generalized Ornstein-Uhlenbeck Processes.- 12. Small Branching Fluctuation Limits.- 13. Appendix: Markov Processes.- Bibliography.- Index.
Series Title: Probability and its applications (Springer-Verlag)
Responsibility: Zenghu Li.
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From the reviews: "The present book appears to be the first monograph in textbook format that provides a rigorous treatment of general theory for a wide class of measure-valued processes. ... A Read more...

 
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