Resumen
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.
Idioma original | Inglés estadounidense |
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Páginas (desde-hasta) | 236-257 |
Número de páginas | 22 |
Publicación | ESAIM - Probability and Statistics |
Volumen | 10 |
DOI | |
Estado | Publicada - 2006 |
Áreas temáticas de ASJC Scopus
- Estadística y probabilidad