Measure valued branching in random medium

DOI10.1080/07362999608809449MaRDI QIDQ4342427zbMATH OpenOpenAlexFDO

Authors John Noble

Publication date 3 February 1998

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362999608809449

zbMATH Keywords

branching processrandom fieldstochastic differential equation

Mathematics Subject Classification ID

Random measures (60G57) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Review text

It is shown that the Stratonovich formulation of the evolution equation \(du_t= {k\over 2} \Delta u_tdt +u_t \circ d\zeta_t\) may be regarded as the log Laplace equation of a measure-valued branching process. Here \(\zeta_t\) is a Gaussian random field with \(E(\zeta_t) =0\), \(E(\zeta_s(x) \zeta_t(y)) =(s\wedge t) \Gamma (x-y)\), where \(\Gamma\in C_+^\infty (\mathbb{R}^d)\).

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Cites work

• Dirichlet boundary value problem for stochastic parabolic equations: compatibility relations and regularity of solutions
• scientific article; zbMATH DE number 446474 (Why is no real title available?)
• scientific article; zbMATH DE number 48952 (Why is no real title available?)
• Parabolic Anderson problem and intermittency
• Spatially homogeneous random evolutions

Cited in

(1)

• Random creation and dispersion of mass

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