Multi-Scale Problems in Stochastic Processes
Abstract
The main goal of the project is to solve several multi-scale asymptotic problems for stochastic differential equations. The particular objectives include:- Describing the asymptotic behavior of a population for branching processes and branching diffusions when time goes to infinity and the branching mechanism is time-dependent. Developing an understanding of the critical and near-critical behavior for such processes. For branching diffusions and related processes, describing the growth of the region occupied by the particles and the phenomenon of intermittency, i.e., the appearance of clusters of particles. (Branching processes are widely used in the study of the evolution of various populations such as bacteria, cancer cells, sub-atomic particles, etc., where each member of the population may die (be annihilated) or produce offspring independently of the rest. Among the most important applications, branching processes are used in physics to understand nuclear chain reactions.)
Document Details
- Document Type
- Technical Report
- Publication Date
- Apr 07, 2021
- Accession Number
- AD1186707
Entities
People
- Leonid Koralov
Organizations
- University of Maryland