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Title: Spine changes of measure and branching diffusions
Author: Roberts, Matthew
ISNI:       0000 0004 2704 1259
Awarding Body: University of Bath
Current Institution: University of Bath
Date of Award: 2010
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The main object of study in this thesis is branching Brownian motion, in which each particle moves like a Brownian motion and gives birth to new particles at some rate. In particular we are interested in where particles are located in this model at large times T : so, for a function f up to time T , we want to know how many particles have paths that look like f. Additive spine martingales are central to the study, and we also investigate some simple general properties of changes of measure related to such martingales.
Supervisor: Harris, Simon Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available
Keywords: spine ; change of measure ; branching ; brownian motion