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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2025 Volume 544, Pages 61–72 (Mi znsl7599)

Distribution of functionals of branching diffusion pro- cess

A. N. Borodin

St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences

Abstract: The distribution of functionals of branching diffusion process is studied. A definition of the branching diffusion process is given, and an additive functional of this process is considered. It is proved that the Laplace transform of the distribution of such a functional is the solution of the partial differential problem depending on the generating function of the number of descendants.

Key words and phrases: diffusion, branching process, distribution of functionals.

UDC: 519.2

Received: 17.09.2025



© Steklov Math. Inst. of RAS, 2026