Branching random motions, nonlinear hyperbolic systems and traveling waves
A branching random motion on a line, with abrupt changes of direction, is studied. The branching mechanism, being independient of random motion, and intensities of reverses are defined by a particle's current direction. A soluton of a certain hyperbolic system of coupled non-linear equations (K...
- Autores:
- Tipo de recurso:
- Fecha de publicación:
- 2004
- Institución:
- Universidad del Rosario
- Repositorio:
- Repositorio EdocUR - U. Rosario
- Idioma:
- eng
- OAI Identifier:
- oai:repository.urosario.edu.co:10336/11126
- Acceso en línea:
- https://doi.org/10.48713/10336_11126
http://repository.urosario.edu.co/handle/10336/11126
- Palabra clave:
- Análisis
Non-linear hyperbolic system
Branching random motion
Feynman-Kac connection
McKean solution
Traveling wave
Ecuaciones diferenciales
Ecuaciones diferenciales hiperbólicas
Procesos de bifurcación
Tubos de ondas progresivas
Matemáticas financieras
- Rights
- License
- http://purl.org/coar/access_right/c_abf2