On the differential equation satisfied by the random measure density of a jump-type Fleming–Viot process
DOI10.1080/17442508.2014.915972zbMATH Open1326.60070OpenAlexW2118799358WikidataQ115295075 ScholiaQ115295075MaRDI QIDQ5265775FDOQ5265775
Marcelo Dutra Fragoso, Telles Timóteo Da Silva
Publication date: 29 July 2015
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2014.915972
Recommendations
- A note on jump-type Fleming--Viot processes
- Jump-type Fleming-Viot processes
- Invariant measures for jump-type Fleming-Viot processes
- Absolutely continuous measure for a jump-type Fleming-Viot process
- Existence of densities for jumping stochastic differential equations
- Existence and smoothness of the densities of stochastic functional differential equations with jumps
- Publication:3198643
- Density functions of doubly-perturbed stochastic differential equations with jumps
- Smooth densities for solutions to stochastic differential equations with jumps
stochastic partial differential equationSchwartz distributionsjump-type Fleming-Viot processspace-time Gaussian white noiserandom measure density
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Population dynamics (general) (92D25) Random measures (60G57) Superprocesses (60J68)
Cites Work
- On the stability of interacting processes with applications to filtering and genetic algorithms
- Fleming–Viot Processes in Population Genetics
- Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples
- Branching particle systems and superprocesses
- Particle representations for a class of nonlinear SPDEs
- A stochastic evolution equation arising from the fluctuations of a class of interacting particle systems
- Stochastic partial differential equations for some measure-valued diffusions
- Title not available (Why is that?)
- Parabolic SPDEs driven by Poisson white noise
- On convergence of population processes in random environments to the stochastic heat equation with colored noise
- A criterion of convergence of measure‐valued processes: application to measure branching processes
- Superprocesses and partial differential equations
- Stochastic partial differential equation driven by stable noise
- Title not available (Why is that?)
- Nonlinear filtering and measure-valued processes
- Three classes of infinite-dimensional diffusions
- Comparing Fleming-Viot and Dawson-Watanabe processes
- Absolutely continuous measure for a jump-type Fleming-Viot process
- Jump-type Fleming-Viot processes
- Sample paths of jump-type Fleming-Viot processes with bounded mutation operators
- The carrying dimension of a stochastic measure diffusion
- Measure-valued processes and interacting particle systems. Application to nonlinear filtering problems
- On states of total weighted occupation times of a class of infinitely divisible superprocesses on a bounded domain
- Weak solutions to stochastic porous media equations
- State classification for a class of measure-valued branching diffusions in a Brownian medium
- State classification for a class of interacting superprocesses with location dependent branching
- A DEGENERATE STOCHASTIC PARTIAL DIFFERENTIAL EQUATION FOR THE PURELY ATOMIC SUPERPROCESS WITH DEPENDENT SPATIAL MOTION
- A degenerate stochastic partial differential equation for superprocesses with singular interaction
- Stochastic partial differential equations for a class of interacting measure-valued diffusions
- Conditional log-Laplace functionals of immigration superprocesses with dependent spatial mo\-tion
- On SPDE's and superdiffusions
- A singular parabolic {A}nderson model
- Pathwise convergence of a rescaled super-Brownian catalyst reactant process
- Invariant measures for jump-type Fleming-Viot processes
- A note on jump-type Fleming--Viot processes
- Super-Brownian motions in higher dimensions with absolutely continuous measure states
- Explicit strong solutions of SPDE's with applications to nonlinear filtering
- On the stability of measure valued processes with applications to filtering
- Absolute continuity of catalytic measure-valued branching processes.
Cited In (3)
This page was built for publication: On the differential equation satisfied by the random measure density of a jump-type Fleming–Viot process
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5265775)