A path-valued Markov process indexed by the ancestral mass

MaRDI QIDQ5248335zbMATH OpenFDO

Authors Etienne Pardoux, Anton Wakolbinger

Publication date 7 May 2015

Full work available at URL https://arxiv.org/abs/1409.1901, http://alea.impa.br/articles/v12/12-08.pdf

zbMATH Keywords

ancestral massFeller branching diffusionsGirsanov transformpath-valued Markov processpoint process of excursionsstochastic differential equation

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Population dynamics (general) (92D25)

Abstract: A family of Feller branching diffusions $Z^x$, $xge0$, with nonlinear drift and initial value $x$ can, with a suitable coupling over the {em ancestral masses} $x$, be viewed as a path-valued process indexed by $x$. For a coupling due to Dawson and Li, which in case of a linear drift describes the corresponding Feller branching diffusion, and in our case makes the path-valued process Markovian, we find an SDE solved by $Z$, which is driven by a random point measure on excursion space. In this way we are able to identify the infinitesimal generator of the path-valued process. We also establish path properties of $xmapsto{Z}^x$ using various couplings of $Z$ with classical Feller branching diffusions.

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Cited in

(6)

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• The height process of a continuous-state branching process with interaction
• A general continuous-state nonlinear branching process
• Extinction time and the total mass of the continuous-state branching processes with competition
• Branching processes with interaction and a generalized Ray-Knight theorem
• Slow-fast stochastic diffusion dynamics and quasi-stationarity for diploid populations with varying size

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