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On the Martingale problem for interactive measure-valued branching diffusions
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ISSN: 00659266 ISBN: 0821803581 Year: 1995 Publisher: Providence, R.I. American Mathematical Society


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Random measures, theory and applications
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ISBN: 3319415980 3319415964 Year: 2017 Publisher: Cham : Springer International Publishing : Imprint: Springer,

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Abstract

Offering the first comprehensive treatment of the theory of random measures, this book has a very broad scope, ranging from basic properties of Poisson and related processes to the modern theories of convergence, stationarity, Palm measures, conditioning, and compensation. The three large final chapters focus on applications within the areas of stochastic geometry, excursion theory, and branching processes. Although this theory plays a fundamental role in most areas of modern probability, much of it, including the most basic material, has previously been available only in scores of journal articles. The book is primarily directed towards researchers and advanced graduate students in stochastic processes and related areas.

Wave propagation and time reversal in randomly layered media
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ISBN: 1280944412 9786610944415 0387498087 0387308903 1441921621 Year: 2007 Publisher: New York : Springer,

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Wave propagation in random media is an interdisciplinary field that has emerged from the need in physics and engineering to model and analyze wave energy transport in complex environments. This book gives a systematic and self-contained presentation of wave propagation in randomly layered media using the asymptotic theory of ordinary differential equations with random coefficients. The first half of the book gives a detailed treatment of wave reflection and transmission in one-dimensional random media, after introducing gradually the tools from partial differential equations and probability theory that are needed for the analysis. The second half of the book presents wave propagation in three-dimensional randomly layered media along with several applications, primarily involving time reversal. Many new results are presented here for the first time. The book is addressed to students and researchers in applied mathematics that are interested in understanding how tools from stochastic analysis can be used to study some intriguing phenomena in wave propagation in random media. Parts of the book can be used for courses in which random media and related homogenization, averaging, and diffusion approximation methods are involved.

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