Branching processes with interaction and a generalized Ray-Knight theorem
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branching processes with interactiongeneralized Feller diffusiongeneralized Ray-Knight theorempopulation dynamicsstochastic differential equation
Functional limit theorems; invariance principles (60F17) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Population dynamics (general) (92D25)
Abstract: We consider a discrete model of population with interaction where the birth and death rates are non linear functions of the population size. After proceeding to renormalization of the model parameters, we obtain in the limit of large population that the population size evolves as a diffusion solution of the SDE Z^x_t =x+int_0^t f(Z^x_s)ds+2int_0^tint_0^{Z^x_s}W(ds,du), where W(ds,du) is a time space white noise on ([0,infty))^2. We give a Ray-Knight representation of this diffusion in terms of the local times of a reflected Brownian motion H with a drift that depends upon the local time accumulated by H at its current level, through the function f'/2.
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Cites work
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Cited in
(17)- Ray-Knight representation of flows of branching processes with competition by pruning of Lévy trees
- Approximation of a generalized continuous-state branching process with interaction
- The height process of a continuous-state branching process with interaction
- On the extinction of continuous state branching processes with competition
- On the extinction of continuous-state branching processes in random environments
- Reflected Brownian motion with a drift that depends on its local time
- Stochastic equations for two-type continuous-state branching processes with immigration and competition
- Scaling limits of population and evolution processes in random environment
- Continuous-state branching processes with competition: duality and reflection at infinity
- Height and the total mass of the forest of genealogical trees of a large population with general competition
- Dependence and Interaction in Branching Processes
- From Brownian motion with a local time drift to Feller's branching diffusion with logistic growth
- Extinction and coming down from infinity of continuous-state branching processes with competition in a Lévy environment
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- Lamperti transformation for continuous-state branching processes with competition and applications
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