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

DOI10.1214/ECP.V16-1679zbMATH Open1245.60079arXiv1305.1207MaRDI QIDQ428708FDOQ428708

Authors: Anton Wakolbinger, Etienne Pardoux 

Publication date: 22 June 2012

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Abstract: We give a new proof for a Ray-Knight representation of Feller's branching diffusion with logistic growth in terms of the local times of a reflected Brownian motion $H$ with a drift that is affine linear in the local time accumulated by $H$ at its current level. In cite{LPW}, such a representation was obtained by an approximation through Harris paths that code the genealogies of particle systems. The present proof is purely in terms of stochastic analysis, and is inspired by previous work of Norris, Rogers and Williams cite{NRW}.

Full work available at URL: https://arxiv.org/abs/1305.1207

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zbMATH Keywords

Brownian motionlocal timeGirsanov transformFeller branching with logistic growthlocal time driftRay-Knight representation

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Local time and additive functionals (60J55)

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• Superprocesses as models for information dissemination in the future Internet
• Reflected Brownian motion with a drift that depends on its local time
• 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
• Branching processes seen from their extinction time via path decompositions of reflected Lévy processes

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