Fisher-KPP equation with small data and the extremal process of branching Brownian motion

DOI10.1016/j.aim.2021.108106zbMath1481.60182arXiv2009.02042OpenAlexW3217541466MaRDI QIDQ2071626

Jean-Michel Roquejoffre, Leonid Ryzhik, Leonid Mytnik

Publication date: 28 January 2022

Published in: Advances in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.02042

zbMATH Keywords

Fisher-KPP equationbranching Brownian motionextremal process

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65) PDEs with randomness, stochastic partial differential equations (35R60) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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