1988/01/01 by J. Neveu · 2 citations
Mathematics · Economics, Econometrics and Finance · #Stochastic processes and statistical mechanics #Stochastic processes and financial applications #Markov Chains and Monte Carlo Methods
paper · doi:10.1007/978-1-4684-0550-7_10
openalex publication_date 1988/01/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/04
Out of simplicity, we restrict ourselves to consider the dyadic brownian branching process (N t , t ∈ R + ) on the real line. By definition of this process, its particles perform independent brownian motions untill they split into exactly two particles at independent and mean one exponential times; then N t denotes the point process formed on R by the particles alive at time t. These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.