Geostochastic calculus

DOI10.2307/3315044MaRDI QIDQ4184003zbMATH OpenOpenAlexFDO

Authors Donald A. Dawson

Publication date 1978

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

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

zbMATH Keywords

Cameron-Martin- Girsanov TheoremMeasure-Valued Markov ProcessesSpatially Distributed PopulationStochastic Calculus

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic integral equations (60H20)

Cites work

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

Cited in

(26)

• 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
• A white noise approach to evolutionary ecology
• The speed of a random front for stochastic reaction-diffusion equations with strong noise
• Existence of probability measure valued jump-diffusions in generalized Wasserstein spaces
• A functional Itō-formula for Dawson-Watanabe superprocesses
• A conversation with Don Dawson
• Trait-dependent branching particle systems with competition and multiple offspring
• Scaling properties of a moving polymer
• 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
• A martingale transformation for superprocesses
• The spatial \(\Lambda\)-Fleming-Viot process in a random environment
• Existence, uniqueness and ergodicity for the centered Fleming-Viot process
• Spatial epidemics and local times for critical branching random walks in dimensions 2 and 3
• Martingale problem for superprocesses with non-classical branching functional
• Branching random walks in random environment and super-Brownian motion in random environment

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