The Annals of Applied Probability, Vol. 28, No. 1 (February 2018), pp. 1-34 (34 pages) In this paper, we aim to develop the stochastic control theory of branching diffusion processes where both the ...

Branching processes and neutron transport equations represent two interconnected yet distinct areas that lie at the interface of probability theory, statistical physics and applied mathematics.

Branching processes form one of the fundamerntal type of stochastic processes and are typically introduced in order to describe population growth. The most fundamental and classical population model ...

Systematic study of Markov chains and some of the simpler Markov processes including renewal theory, limit theorems for Markov chains, branching processes, queuing theory, birth and death processes, ...

Metastability and random walks constitute central paradigms in the study of stochastic processes, providing deep insights into transient phenomena and long-term dynamics in complex systems.