Spine Changes of Measure and Branching Diffusions


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

Related documents:

PDF (UnivBath_PhD_2010_Matthew_I_Roberts.pdf) - Requires a PDF viewer such as GSview, Xpdf or Adobe Acrobat Reader
Download (9MB) | Preview


    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))
    CreatorsRoberts, M.
    Uncontrolled Keywordsspine,change of measure,branching,brownian motion
    DepartmentsFaculty of Science > Mathematical Sciences
    Research Centres
    Publisher StatementUnivBath_PhD_2010_Matthew_I_Roberts.pdf: © The Author
    ID Code27513


    Actions (login required)

    View Item

    Document Downloads

    More statistics for this item...