Spatial Branching Processes, Random Snakes and Partial Differential Equations

by Jean-François Le Gall

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.

163 pages, Paperback

First published January 1, 1999