Geostochastic calculus

DOI10.2307/3315044zbMath0399.60047MaRDI QIDQ4184003

Donald A. Dawson

Publication date: 1978

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315044

zbMATH Keywords

Stochastic Calculus; Cameron-Martin- Girsanov Theorem; Measure-Valued Markov Processes; Spatially Distributed Population

Mathematics Subject Classification ID

60H05: Stochastic integrals

60H20: Stochastic integral equations

Related Items

A martingale transformation for superprocesses, Spatial epidemics and local times for critical branching random walks in dimensions 2 and 3, Martingale problem for superprocesses with non-classical branching functional, Qualitative behavior of geostochastic systems, Propriétés de martingales, explosion et représentation de Lévy- Khintchine d'une classe de processus de branchement à valeurs mesures. (Martingale properties, explosions and Levy-Khinchine representation of measure valued branching processes), Local time and Tanaka formulae for super Brownian and super stable processes, Coupling and ergodic theorems for Fleming-Viot processes, A phase transition for a stochastic PDE related to the contact process, Large deviation for the Fleming-Viot process with neutral mutation and selection, Large deviations for the Fleming-Viot process with neutral mutation and selection. II., A superprocess with a disappearing self-interaction, Spatial epidemics: Critical behavior in one dimension, A note on jump-type Fleming--Viot processes, A LINEAR PROGRAMMING APPROACH TO THE STEADY-STATE ANALYSIS OF REFLECTED BROWNIAN MOTION, SDP vs. LP Relaxations for the Moment Approach in Some Performance Evaluation Problems, Measure-valued random processes

Cites Work

• Stochastic evolution equations and related measure processes
• Generalized Ornstein-Uhlenbeck processes and infinite particle branching Brownian motions
• Absolute continuity of measures corresponding to diffusion processes in Banach space
• Branching diffusion processes in population genetics
• Equivalence of Markov Processes
• On Square Integrable Martingales
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item