Banca de DEFESA: EDUARDO SAMPAIO PIMENTA

Uma banca de DEFESA de MESTRADO foi cadastrada pelo programa.
DISCENTE : EDUARDO SAMPAIO PIMENTA
DATA : 04/03/2021
HORA: 10:00
LOCAL: https://meet.google.com/hgb-dnbt-jwt
TÍTULO:

Construction of the Dawson-Watanabe Process

PALAVRAS-CHAVES:

Super Brownian motion, Dawson-Watanabe process.

PÁGINAS: 85
GRANDE ÁREA: Ciências Exatas e da Terra
ÁREA: Probabilidade e Estatística
SUBÁREA: Probabilidade
ESPECIALIDADE: Processos Markovianos
RESUMO:

This dissertation aims at the construction of the Dawson-Watanabe process as a scaling limit of the branching Brownian motion, the latter being also related here to the solution of a heat equation with a source. The existence of the Dawson-Watanabe process (also called super Brownian motion or superprocess) is a consequence that this process is a solution to a martingal problem obtained through the scale limit of the branching Brownian motion. The proof follows the classic structure of tightness and uniqueness of limit points, and the uniqueness, in this followed path, results from the characterization of the Dawson-Watanabe process as a dual solution of a certain partial differential equation.

MEMBROS DA BANCA:
Presidente - 1555637 - TERTULIANO FRANCO SANTOS FRANCO
Interno(a) - 2996917 - DIRK ERHARD
Externo(a) à Instituição - HUBERT LACOIN - IMPA