Hyperfinite methods applied to the critical branching diffusion

DOI10.1007/BF00343736MaRDI QIDQ1106552zbMATH OpenOpenAlexFDO

Authors Mark Reimers

Publication date 1989

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00343736

zbMATH Keywords

construction of a version of the critical branching diffusionhyperfinite methodspath properties

Mathematics Subject Classification ID

Other applications of nonstandard models (economics, physics, etc.) (03H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Review text

We apply our hyperfinite methods to the construction of a version of the critical branching diffusion studied by \textit{D. A. Dawson} and \textit{K. J. Hochberg} [see Ann. Probab. 7, 693-703 (1979; Zbl 0411.60084), and Carleton Math. Lect. Notes No.22, 4 (1978; Zbl 0381.60044)], see also \textit{D. A. Dawson}, ibid. 22, 3 (1978; Zbl 0381.60045). Several new sample path properties are derived from this construction.

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Cites work

• A criterion of convergence of measure‐valued processes: application to measure branching processes
• A limit theorem of branching processes and continuous state branching processes
• A nonstandard construction of Lévy Brownian motion
• Distribution function inequalities for martingales
• Generalized Ornstein-Uhlenbeck processes and infinite particle branching Brownian motions
• Nonstandard Construction of the Stochastic Integral and Applications to Stochastic Differential Equations.I
• Nonstandard Measure Theory and its Applications
• One dimensional stochastic partial differential equations and the branching measure diffusion
• Stochastic branching processes with continuous state space
• Stochastic evolution equations
• The carrying dimension of a stochastic measure diffusion

Cited in

(3)

• One dimensional stochastic partial differential equations and the branching measure diffusion
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• scientific article; zbMATH DE number 4115658 (Why is no real title available?)

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