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  • Spatial Branching Processes, Random Snakes and Partial Differential Equations

Spatial Branching Processes, Random Snakes and Partial Differential Equations

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This book introduces several remarkable new probabilistic objects that combine spatial motion with a continuous branching phenomenon and are closely related to certain semilinear partial differential equations (PDE). The Brownian snake approach is used to give a powerful representation of superprocesses and also to investigate connections between superprocesses and PDEs. These are notable because almost every important probabilistic question corresponds to a significant analytic problem.
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