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dc.creatorRatanov, Nikita 
dc.date.accessioned2015-10-15T14:02:05Z
dc.date.available2015-10-15T14:02:05Z
dc.date.created2004-07-07
dc.date.issued2004
dc.identifier.urihttp://repository.urosario.edu.co/handle/10336/11126
dc.description.abstractA 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 (Kolmogorov type backward equation) have a so-called McKean representation via such processes. Commonly this system possesses traveling-wave solutions. The convergence of solutions with Heaviside terminal data to the travelling waves is discussed.This Paper realizes the McKean programme for the Kolmogorov-Petrovskii-Piskunov equation in this case. The Feynman-Kac formula plays a key role.
dc.format.extent32 páginas
dc.format.mediumRecurso electrónico
dc.format.mimetypeapplication/pdf
dc.language.isoeng
dc.relation.ispartofEconomía. Serie documentos. Borradores de investigación, No. 45
dc.relation.isversionof1
dc.relation.urihttps://ideas.repec.org/p/col/000091/004331.html
dc.sourceinstname:Universidad del Rosario
dc.sourcereponame:Repositorio Institucional EdocUR
dc.sourceinstname:Universidad del Rosario
dc.subject.ddcAnálisis 
dc.subject.lembEcuaciones diferenciales
dc.subject.lembEcuaciones diferenciales hiperbólicas
dc.subject.lembProcesos de bifurcación
dc.subject.lembTubos de ondas progresivas
dc.subject.lembMatemáticas financieras
dc.titleBranching random motions, nonlinear hyperbolic systems and traveling waves
dc.typeworkingPaper
dc.publisherEditorial Universidad del Rosario
dc.publisher.departmentUniversidad del Rosario. Facultad de Economía
dc.subject.keywordNon-linear hyperbolic system
dc.subject.keywordBranching random motion
dc.subject.keywordFeynman-Kac connection
dc.subject.keywordMcKean solution
dc.subject.keywordTraveling wave
dc.rights.accesRightsinfo:eu-repo/semantics/openAccess
dc.type.spaDocumento de trabajo
dc.rights.accesoAbierto (Texto completo)
dc.type.hasVersioninfo:eu-repo/semantics/acceptedVersion
dc.format.tipoDocumento
dc.rights.ccAtribución-NoComercial-SinDerivadas 2.5 Colombia
dc.creator.googleRatanov, Nikita
dc.relation.citationIssueNo. 45
dc.relation.citationTitleEconomía. Serie documentos. Borradores de investigación


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