Branching random motions, nonlinear hyperbolic systems and travelling waves

Ratanov, Nikita

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Branching random motions, nonlinear hyperbolic systems and travelling waves

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dc.contributor.gruplac	Facultad de Economía	spa
dc.creator	Ratanov, Nikita
dc.creator.google	Ratanov, Nikita
dc.date.accessioned	2018-02-14T20:49:03Z
dc.date.available	2018-02-14T20:49:03Z
dc.date.created	2006
dc.date.issued	2006
dc.description.abstract	A branching random motion on a line, with abrupt changes of direction, is studied. The branching mechanism, being independent of random motion, and intensities of reverses are defined by a particle’s current direction. A solution of a certain hyperbolic system of coupled non-linear equations (Kolmogorov type backward equation) has a so-called McKean representation via such processes. Commonly this system possesses travelling-wave solutions. The convergence of solutions with Heaviside terminal data to the travelling waves is discussed. The paper realizes the McKean’s program for the Kolmogorov-Petrovskii-Piskunov equation in this case. The Feynman-Kac formula plays a key role.	eng
dc.format.mimetype	application/pdf
dc.identifier.issn	eISSN: 1262-3318
dc.identifier.uri	http://repository.urosario.edu.co/handle/10336/14385
dc.language.iso	eng
dc.relation.citationEndPage	257
dc.relation.citationStartPage	236
dc.relation.citationTitle	Esaim P&S: Probability And Statistics
dc.relation.citationVolume	Vol. 10
dc.relation.ispartof	Esaim P&S: Probability And Statistics, eISSN: 1262-3318, Vol. 10 (Abril 2006), pp. 236–257	spa
dc.relation.uri	https://www.esaim-ps.org/articles/ps/pdf/2006/01/ps0515.pdf
dc.rights.accesRights	info:eu-repo/semantics/openAccess
dc.rights.acceso	Abierto (Texto Completo)	spa
dc.rights.uri	http://www.sherpa.ac.uk/romeo/issn/1292-81/
dc.source.instname	instname:Universidad del Rosario
dc.source.reponame	reponame:Repositorio Institucional EdocUR
dc.subject	Branching random motion	spa
dc.subject	Travelling wave	spa
dc.subject	Feynman-Kac connection	spa
dc.subject	Non-linear hyperbolic system	spa
dc.subject	Mckean solution	spa
dc.title	Branching random motions, nonlinear hyperbolic systems and travelling waves	spa
dc.type	article	eng
dc.type.hasVersion	info:eu-repo/semantics/publishedVersion
dc.type.spa	Artículo	spa