A new probability measure-valued stochastic process with Ferguson-Dirichlet process as reversible measure

DOI10.1214/EJP.v16-844zbMath1228.60089OpenAlexW2103760852WikidataQ125292588 ScholiaQ125292588MaRDI QIDQ638385

Jing Hai Shao

Publication date: 9 September 2011

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: http://www.emis.de/journals/EJP-ECP/_ejpecp/viewarticle4a8f.html

zbMATH Keywords

Fleming-Viot processlogarithmic Sobolev inequalitiesFerguson-Dirichlet processWasserstein diffusion

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Diffusion processes and stochastic analysis on manifolds (58J65) Spaces of measures, convergence of measures (28A33) Transition functions, generators and resolvents (60J35) Superprocesses (60J68)

Related Items (5)

The Dirichlet-Ferguson diffusion on the space of probability measures over a closed Riemannian manifold ⋮ Measure-valued continuous curves and processes in total variation norm ⋮ Transportation cost inequalities for Wasserstein diffusions ⋮ Characteristic functionals of Dirichlet measures ⋮ Image-dependent conditional McKean-Vlasov SDEs for measure-valued diffusion processes

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