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.
| Item Type | Thesis (Doctor of Philosophy (PhD)) |
| Creators | Roberts, M. |
| Uncontrolled Keywords | spine, change of measure, branching, brownian motion |
| Departments | Faculty of Science > Mathematical Sciences |
| Publisher Statement | UnivBath_PhD_2010_Matthew_I_Roberts.pdf: © The Author |
| Status | Unpublished |
| ID Code | 27513 |
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