{"product_id":"introduction-to-branching-measure-valued-processes","title":"Introduction to Branching Measure-Valued Processes","description":"For about half a century, two classes of stochastic processes - Gaussian processes and processes with independent increments - have played an important role in the development of stochastic analysis and its applications. During the last decade, a third class - branching measure-valued (BMV) processes - has also been the subject of much research. A common feature of all three classes is that their finite-dimensional distributions are infinitely divisible, allowing the use of the powerful analytic tool of Laplace (or Fourier) transforms.All three classes, in an infinite-dimensional setting, provide means for study of physical systems with infinitely many degrees of freedom. This is the first monograph devoted to the theory of BMV processes. Dynkin first constructs a large class of BMV processes, called superprocesses, by passing to the limit from branching particle systems. Then he proves that, under certain restrictions, a general BMV process is a superprocess. A special chapter is devoted to the connections between superprocesses and a class of nonlinear partial differential equations recently discovered by Dynkin.","brand":"American Mathematical Society","offers":[{"title":"Default Title","offer_id":56641306034520,"sku":"9780821802694","price":110.99,"currency_code":"EUR","in_stock":true}],"url":"https:\/\/agendabookshop.com\/products\/introduction-to-branching-measure-valued-processes","provider":"Agenda Bookshop","version":"1.0","type":"link"}