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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

3 votes
1 answer
303 views

Branching Brownian motion with selection. Two models, the same rightmost particle velocity?

A free branching brownian motion is define as follows: At time $t=0$ a single particle at the origin start evolving like a brownian motion and after an exponential time of mean $1$ the particle splits …
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2 votes
0 answers
132 views

Convergence in distribution of stochastic equation solutions

I post this post en MSE (link) but I think that is more suitable for this site. I'm studying from Kurtz's book "Markov Processes Characterization and convergence" and I have a question about the co …
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  • 257