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Superprocess
Encyclopedia
An
-superprocess,
, is a stochastic process
on
that is usually constructed as a special limit of branching diffusion where the branching mechanism is given by its factorial moment generating function:
and the spatial motion of individual particles is given by the
-symmetric stable process
with infinitesimal generator
.
The
case corresponds to standard Brownian motion
and the
-superprocess is called the Dawson-Watanabe superprocess or super-Brownian motion.
One of the most important properties of superprocesses is that they are intimately connected with certain nonlinear partial differential equations.
The simplest such equation is
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Stochastic process
In probability theory, a stochastic process , or sometimes random process, is the counterpart to a deterministic process...
on
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and the spatial motion of individual particles is given by the
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Lévy process
In probability theory, a Lévy process, named after the French mathematician Paul Lévy, is any continuous-time stochastic process that starts at 0, admits càdlàg modification and has "stationary independent increments" — this phrase will be explained below...
with infinitesimal generator
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The
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Brownian motion
Brownian motion or pedesis is the presumably random drifting of particles suspended in a fluid or the mathematical model used to describe such random movements, which is often called a particle theory.The mathematical model of Brownian motion has several real-world applications...
and the
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One of the most important properties of superprocesses is that they are intimately connected with certain nonlinear partial differential equations.
The simplest such equation is
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