Stochastic equations, flows and measure-valued processes
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Abstract: We first prove some general results on pathwise uniqueness, comparison property and existence of nonnegative strong solutions of stochastic equations driven by white noises and Poisson random measures. The results are then used to prove the strong existence of two classes of stochastic flows associated with coalescents with multiple collisions, that is, generalized Fleming--Viot flows and flows of continuous-state branching processes with immigration. One of them unifies the different treatments of three kinds of flows in Bertoin and Le Gall [Ann. Inst. H. Poincar'{e} Probab. Statist. 41 (2005) 307--333]. Two scaling limit theorems for the generalized Fleming--Viot flows are proved, which lead to sub-critical branching immigration superprocesses. From those theorems we derive easily a generalization of the limit theorem for finite point motions of the flows in Bertoin and Le Gall [Illinois J. Math. 50 (2006) 147--181].
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Cited in
(89)- The reversibility and an SPDE for the generalized Fleming-Viot processes with mutation
- Yamada-Watanabe results for stochastic differential equations with jumps
- The relative frequency between two continuous-state branching processes with immigration and their genealogy
- Sample paths of continuous-state branching processes with dependent immigration
- Muller's ratchet with compensatory mutations
- Height and the total mass of the forest of genealogical trees of a large population with general competition
- Approximation of a generalized continuous-state branching process with interaction
- An infinite-dimensional representation of the Ray-Knight theorems
- Path-valued branching processes and nonlocal branching superprocesses
- Lamperti transformation for continuous-state branching processes with competition and applications
- Skeletal stochastic differential equations for continuous-state branching processes
- Stochastic Equations Driven by a Cauchy Process
- Extinction rate of continuous state branching processes in critical Lévy environments
- Extinction and coming down from infinity of continuous-state branching processes with competition in a Lévy environment
- The height process of a continuous-state branching process with interaction
- Moments of continuous-state branching processes in Lévy random environments
- Branching processes in a Lévy random environment
- Ray-Knight representation of flows of branching processes with competition by pruning of Lévy trees
- Continuous-state branching processes in Lévy random environments
- On Measure-Valued Processes Generated by Differential Equations
- Moments of continuous-state branching processes with or without immigration
- Continuous-state branching processes with immigration
- On the exponential ergodicity of \((2+2)\)-affine processes in total variation distances
- Mutually interacting superprocesses with migration
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- Uniqueness problem for SPDEs from population models
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- Limit theorems for continuous-time branching flows
- Boundary behaviors for a continuous-state nonlinear Neveu's branching process
- Long-time behavior for subcritical measure-valued branching processes with immigration
- Existence and pathwise uniqueness to an SPDE driven by -stable colored noise
- Wasserstein-type distances of two-type continuous-state branching processes in Lévy random environments
- Uniqueness problem for the backward differential equation of a continuous-state branching process
- The \(\Lambda\)-lookdown model with selection
- A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process
- Approximation of stochastic processes by nonexpansive flows and coming down from infinity
- Approximation of the height process of a continuous state branching process with interaction
- STOCHASTIC EQUATIONS OF PROCESSES WITH JUMPS
- Branching processes with interactions: subcritical cooperative regime
- Multiple yield curve modelling with CBI processes
- Quasi-stationary distribution for continuous-state branching processes with competition
- Superprocesses of stochastic flows
- Continuous-state branching processes with collisions: first passage times and duality
- On exceptional times for generalized Fleming-Viot processes with mutations
- Stochastic partial differential equations for some measure-valued diffusions
- Superprocesses with interaction and immigration
- Continuous-state branching processes, extremal processes and super-individuals
- Alpha-CIR model with branching processes in sovereign interest rate modeling
- Measure-valued Markov processes and stochastic flows on abstract spaces
- Moran model with simultaneous strong and weak selections: convergence towards a \(\Lambda\)-Wright-Fisher SDE
- Super-Brownian motion as the unique strong solution to an SPDE
- On the entrance at infinity of Feller processes with no negative jumps
- Stochastic equations of super-Lévy processes with general branching mechanism
- 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
- A continuous-state polynomial branching process
- SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions
- A conversation with Don Dawson
- A conditioned continuous-state branching process with applications
- Branching processes with interaction and a generalized Ray-Knight theorem
- A general continuous-state nonlinear branching process
- A distribution-function-valued SPDE and its applications
- A scaling limit theorem for Galton-Watson processes in varying environments
- On the boundary classification of \(\Lambda\)-Wright-Fisher processes with frequency-dependent selection
- The Alpha‐Heston stochastic volatility model
- The microstructure of stochastic volatility models with self-exciting jump dynamics
- Clustering effects via Hawkes processes
- Strong feller and ergodic properties of the (1+1)-affine process
- Extinction time and the total mass of the continuous-state branching processes with competition
- Limit theorems for continuous-state branching processes with immigration
- Continuous state branching processes in random environment: the Brownian case
- General selection models: Bernstein duality and minimal ancestral structures
- Stochastic flows and the forward measure
- Continuous time mixed state branching processes and stochastic equations
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- Commodity Asian option pricing and simulation in a 4-factor model with jump clusters
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