UNA CONSTRUCCION DEL "BRANCHING-BROWNIAN-MOTION"

Liliana Blanco Castañeda

doi:10.18257/raccefyn.22(83).1998.2902

Vol. 22 No. 83 (1998), Mathematics

Vol. 22 No. 83 (1998)

A CONSTRUCTION OF THE BRANCHING BROWNIAN MOTION

Mathematics

https://doi.org/10.18257/raccefyn.22(83).1998.2902

Published 2024-07-30

Liliana Blanco Castañeda⁺⁻

Liliana Blanco Castañeda

Departamento de Matemáticas y Estadística. Universidad Nacional de Colombia. Santa Fe de Bogotá, Colombia.

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How to Cite

Blanco Castañeda, L. (2024). A CONSTRUCTION OF THE BRANCHING BROWNIAN MOTION. Revista De La Academia Colombiana De Ciencias Exactas, Físicas Y Naturales, 22(83), 213–220. https://doi.org/10.18257/raccefyn.22(83).1998.2902

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Abstract

A "Branching-Brownian-Motion" approximation is presented by means of simple processes. The employed method imitates one presented by Billingsley ( 1968) in the construction of Brownian motion.

https://doi.org/10.18257/raccefyn.22(83).1998.2902

Keywords

Branching | Brownian motion | tightness | finite dimensional distributions

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References

Billingsley, P. 1968. Convergence of Probability Measures, Wiley, New York.

Billingsley, P. & Topsøe, F. 1967. Uniformity in weak convergence. Z. Wahrschein. Verw. Geb. 7: 1-16.

Blanco, L. 1991. Approximation der "branching-Brownian-Motion". Tesis doctoral, Johannes-Gutenberg-Universität in Mainz.

Blanco, L. 1993. Compacidad relativa y "Tightness" en el espacio B [0, 1). Revista Colombiana de Estadística, Número 27.

Castaing, C. & M. Valadier. 1997. Convex Analysis and Measurable Multifunctions. Springer Verlag.

Topsøe, F. 1967. Preservation of weak convergence under mappings. Ann. Math. Statist. 38: 1661-1665.

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