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UBC Theses and Dissertations

Hyper-finite methods for multi-dimensional stochastic processes Reimers, Mark Allan


In this thesis we introduce Non-Standard Methods, in particular the use of hyperfinite difference equations, to the study of space-time random processes. We obtain a new existence theorem in the spirit of Keisler (1984) for the one dimensional heat equation forced non-linearly by white noise. We obtain several new results on the sample path properties of the Critical Branching Measure Diffusion, and show that in one dimension it has a density which satisfies a non-linearly forced heat equation. We also obtain results on the dimension of the support of the Fleming-Viot Process.

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