From Brownian motion with a local time drift to Feller's branching diffusion with logistic growth (Q428708): Difference between revisions
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Property / Mathematics Subject Classification ID: 60J70 / rank | |||
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Property / Mathematics Subject Classification ID: 60J55 / rank | |||
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Property / Mathematics Subject Classification ID: 60J80 / rank | |||
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Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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Property / zbMATH DE Number: 6049223 / rank | |||
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Ray-Knight representation | |||
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local time | |||
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Feller branching with logistic growth | |||
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Brownian motion | |||
Property / zbMATH Keywords: Brownian motion / rank | |||
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local time drift | |||
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Girsanov transform | |||
Property / zbMATH Keywords: Girsanov transform / rank | |||
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Revision as of 23:22, 29 June 2023
scientific article
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English | From Brownian motion with a local time drift to Feller's branching diffusion with logistic growth |
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From Brownian motion with a local time drift to Feller's branching diffusion with logistic growth (English)
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22 June 2012
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Ray-Knight representation
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local time
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Feller branching with logistic growth
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Brownian motion
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local time drift
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Girsanov transform
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