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Spine Changes of Measure and Branching Diffusions


Reference:

Roberts, M., 2010. Spine Changes of Measure and Branching Diffusions. Thesis (Doctor of Philosophy (PhD)). University of Bath.

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    Abstract

    The main object of study in this thesis is branching Brownian motion, in which each particle moves like a Brownian motion and gives birth to new particles at some rate. In particular we are interested in where particles are located in this model at large times T : so, for a function f up to time T , we want to know how many particles have paths that look like f. Additive spine martingales are central to the study, and we also investigate some simple general properties of changes of measure related to such martingales.

    Details

    Item Type Thesis (Doctor of Philosophy (PhD))
    CreatorsRoberts, M.
    Uncontrolled Keywordsspine, change of measure, branching, brownian motion
    DepartmentsFaculty of Science > Mathematical Sciences
    Publisher StatementUnivBath_PhD_2010_Matthew_I_Roberts.pdf: © The Author
    StatusUnpublished
    ID Code27513

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