A path-valued Markov process indexed by the ancestral mass
zbMath1319.60169arXiv1409.1901MaRDI QIDQ5248335
Etienne Pardoux, Anton Wakolbinger
Publication date: 7 May 2015
Full work available at URL: https://arxiv.org/abs/1409.1901
stochastic differential equationGirsanov transformpoint process of excursionsancestral massFeller branching diffusionspath-valued Markov process
Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Population dynamics (general) (92D25) Diffusion processes (60J60) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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