From Brownian motion with a local time drift to Feller's branching diffusion with logistic growth (Q428708)
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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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