2023Electronic Journal of ProbabilityOpen access

Branching Brownian motion in a periodic environment and existence of pulsating traveling waves

Yan-Xia Ren, Renming Song, Fan Yang

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Abstract

In this paper, we first study the limits of the additive and derivative martingales of one-dimensional branching Brownian motion in a periodic environment. Then we prove the existence of pulsating traveling wave solutions of the corresponding F-KPP equation in the supercritical and critical cases by representing the solutions probabilistically in terms of the limits of the additive and derivative martingales. We also prove that there is no pulsating traveling wave solution in the subcritical case. Our main tools are the spine decomposition and martingale change of measures.

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In this paper, we first study the limits of the additive and derivative martingales of one-dimensional branching Brownian motion in a periodic environment. Then we prove the existence of pulsating traveling wave solutions of the corresponding F-KPP equation in the supercritical and critical cases by representing the solutions probabilistically in terms of the limits of the additive and derivative martingales. We also prove that there is no pulsating traveling wave solution in the subcritical case. Our main tools are the spine decomposition and martingale change of measures.

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Available abstract

In this paper, we first study the limits of the additive and derivative martingales of one-dimensional branching Brownian motion in a periodic environment. Then we prove the existence of pulsating traveling wave solutions of the corresponding F-KPP equation in the supercritical and critical cases by representing the solutions probabilistically in terms of the limits of the additive and derivative martingales. We also prove that there is no pulsating traveling wave solution in the subcritical case. Our main tools are the spine decomposition and martingale change of measures.

Key concepts: Traveling wave, Brownian motion, Martingale (probability theory), Mathematics, Mathematical analysis, Derivative (finance), Applied mathematics, Statistics

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