Superprocess

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An -superprocess, , within mathematics probability theory 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 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 When the spatial motion (migration) is a diffusion process, one talks about a superdiffusion. The connection between superdiffusions and nonlinear PDE's is similar to the one between diffusions and linear PDE's.

References[]

  • Eugene B. Dynkin (2004). Superdiffusions and positive solutions of nonlinear partial differential equations. Appendix A by J.-F. Le Gall and Appendix B by I. E. Verbitsky. University Lecture Series, 34. American Mathematical Society. ISBN 9780821836828.
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