Branching processes in random environments constitute a significant class of stochastic models designed to capture the interplay between intrinsic reproductive dynamics and extrinsic environmental ...
Branching processes and neutron transport equations represent two interconnected yet distinct areas that lie at the interface of probability theory, statistical physics and applied mathematics.
Continuous-space-time branching processes (CSBP) are investigated in order to model random energy cascades. CSBPs are based on spectrally positive Lévy processes and, as such, are characterized by ...
The Annals of Applied Probability, Vol. 28, No. 1 (February 2018), pp. 1-34 (34 pages) In this paper, we aim to develop the stochastic control theory of branching diffusion processes where both the ...