Hyperfinite methods applied to the critical branching diffusion

DOI10.1007/BF00343736MaRDI QIDQ1106552zbMATH OpenOpenAlexFDO

Authors Mark Reimers

Publication date 1989

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00343736

zbMATH Keywords

path propertiesconstruction of a version of the critical branching diffusionhyperfinite methods

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Other applications of nonstandard models (economics, physics, etc.) (03H10)

Recommendations

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• LIMIT THEOREMS OF BRANCHING DIFFUSION PROCESSES
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• Conditional limit distributions of critical branching Brownian motions

Cites work

• A criterion of convergence of measure‐valued processes: application to measure branching processes
• A limit theorem of branching processes and continuous state branching processes
• A nonstandard construction of Lévy Brownian motion
• Distribution function inequalities for martingales
• Generalized Ornstein-Uhlenbeck processes and infinite particle branching Brownian motions
• Nonstandard Construction of the Stochastic Integral and Applications to Stochastic Differential Equations.I
• Nonstandard Measure Theory and its Applications
• One dimensional stochastic partial differential equations and the branching measure diffusion
• Stochastic branching processes with continuous state space
• Stochastic evolution equations
• The carrying dimension of a stochastic measure diffusion

Cited in

(3)

• scientific article; zbMATH DE number 4115658 (Why is no real title available?)
• Branching diffusion representation of semilinear PDEs and Monte Carlo approximation
• One dimensional stochastic partial differential equations and the branching measure diffusion

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