Reflected Brownian motion with a drift that depends on its local time

DOI10.1016/j.spl.2019.06.022zbMath1422.60148OpenAlexW2953480773MaRDI QIDQ2273712

Vi Le

Publication date: 25 September 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2019.06.022

zbMATH Keywords

local timereflected Brownian motion with driftbranching processes with competition

Mathematics Subject Classification ID

Population dynamics (general) (92D25) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Functional limit theorems; invariance principles (60F17)

Cites Work

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• Stochastic equations, flows and measure-valued processes
• From Brownian motion with a local time drift to Feller's branching diffusion with logistic growth
• Branching processes with interaction and a generalized Ray-Knight theorem
• ``Trees under attack: a Ray-Knight representation of Feller's branching diffusion with logistic growth
• Height and the total mass of the forest of genealogical trees of a large population with general competition
• The diffusion approximation for tandem queues in heavy traffic

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