A Girsanov transformation for birth and death on a Brownian flow
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Publication:4877406
DOI10.2307/3215266zbMath0847.60057OpenAlexW2322716351MaRDI QIDQ4877406
Publication date: 30 September 1996
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3215266
Continuous-time Markov processes on general state spaces (60J25) Transition functions, generators and resolvents (60J35)
Related Items (5)
On local asymptotic normality for birth and death on a flow ⋮ Transient tracers and birth and death on flows: Parametric estimation of rates of drift, injection, and decay ⋮ Maximum likelihood estimators for a supercritical branching diffusion process ⋮ Asymptotic behavior of maximum likelihood estimators in a branching diffusion model ⋮ Spectral expansion of the occupation measure for birth and death on a flow
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