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Optimisation-based representations for branching processes

Accepted version
Peer-reviewed

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Type

Article

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Authors

Driver, DP 
Tehranchi, MR 

Abstract

It is shown that a certain functional of a branching process has representations in terms of both a maximisation problem and a minimisation problem. A consequence of these representations is that upper and lower bounds on the functional can be found easily, yielding a non-asymptotic Trotter product formula. As an application, the speed of the right-most particle of a branching Levy process is calculated.

Description

Keywords

branching process, FKPP equation, stochastic control, front propagation

Journal Title

Electronic Journal of Probability

Conference Name

Journal ISSN

1083-6489
1083-6489

Volume Title

25

Publisher

Institute of Mathematical Statistics

Rights

All rights reserved