Repository logo
 

Optimisation-based representations for branching processes

Accepted version
Peer-reviewed

Type

Article

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

Volume Title

25

Publisher

Institute of Mathematical Statistics

Rights

All rights reserved