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

zbMATH Keywords

stochastic differential equationGirsanov transformpoint process of excursionsancestral massFeller branching diffusionspath-valued Markov process

Mathematics Subject Classification ID

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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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 ⋮ Long time behaviour of continuous-state nonlinear branching processes with catastrophes ⋮ A general continuous-state nonlinear branching process ⋮ The height process of a continuous-state branching process with interaction

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