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

DOI10.1214/EJP.V16-844MaRDI QIDQ638385zbMATH OpenOpenAlexWikidataFDO

Authors Jinghai 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

Ferguson-Dirichlet processFleming-Viot processlogarithmic Sobolev inequalitiesWasserstein diffusion

Mathematics Subject Classification ID

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

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Cited in

(8)

• Image-dependent conditional McKean-Vlasov SDEs for measure-valued diffusion processes
• The Dirichlet-Ferguson diffusion on the space of probability measures over a closed Riemannian manifold
• Characteristic functionals of Dirichlet measures
• Measure-valued continuous curves and processes in total variation norm
• Reversible measure-valued processes associated with the Poisson-Dirichlet distribution
• Transportation cost inequalities for Wasserstein diffusions
• Ornstein-Uhlenbeck type processes on Wasserstein spaces
• Stochastic evolution of distributions and functional Bollinger bands

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