On the boundedness of inhomogeneous branching diffusion on a straight line
type: Item
instance of: scholarly article
title: On the boundedness of inhomogeneous branching diffusion on a straight line
zbMATH Open document ID: 0897.60090
author: F. I. Karpelevich
author: Yuri Suhov
published in: Doklady Mathematics
publication date: 1998-10-11T00:00:00Z
review text: A branching diffusion process on the real line with state-dependent drift and diffusion coefficients is considered. A necessary and sufficient condition is stated for the almost sure finiteness of the all time maximum position of any of the particles, in terms of the existence of an appropriate solution of a second order ordinary differential equation. This extends work of the authors and \textit{M. Ya. Kelbert}, most recently in [Stochastic Processes Appl. 53, No. 1, 65-96 (1994; Zbl 0840.60084)].
reviewed by: D. R. Grey
Mathematics Subject Classification ID: 60J85
Mathematics Subject Classification ID: 60J80
zbMATH DE Number: 1148134
zbMATH Keywords: branching diffusion
zbMATH Keywords: inhomogeneous
zbMATH Keywords: boundedness
MaRDI profile type: Publication
Recommended article: An invariance principle for branching diffusions in bounded domains
Recommended article: Limit theorems for the frontier of a one-dimensional branching diffusion
Recommended article: Inhomogeneous diffusion processes on a half-line with jumps on its boundary
Recommended article: Spread of branching diffusion: Sharp asymptotics
Recommended article: Branching Diffusions on $H^d$ with Variable Fission: The Hausdorff Dimension of the Limiting Set
Recommended article: Q3756261
Recommended article: A class of measure-valued branching diffusions in a random medium
description: scientific article; zbMATH DE number 1148134