Optimisation-based representations for branching processes
Accepted version
Peer-reviewed
Repository URI
Repository DOI
Change log
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
1083-6489
Volume Title
25
Publisher
Institute of Mathematical Statistics
Publisher DOI
Rights
All rights reserved