Branching processes with interaction and a generalized Ray-Knight theorem

DOI10.1214/14-AIHP621zbMATH Open1329.60298arXiv1304.0710OpenAlexW2486471297MaRDI QIDQ902872FDOQ902872

Etienne Pardoux, Mamadou Ba

Publication date: 4 January 2016

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Abstract: We consider a discrete model of population with interaction where the birth and death rates are non linear functions of the population size. After proceeding to renormalization of the model parameters, we obtain in the limit of large population that the population size evolves as a diffusion solution of the SDE Z^x_t =x+int_0^t f(Z^x_s)ds+2int_0^tint_0^{Z^x_s}W(ds,du), where W(ds,du) is a time space white noise on ([0,infty))^2. We give a Ray-Knight representation of this diffusion in terms of the local times of a reflected Brownian motion H with a drift that depends upon the local time accumulated by H at its current level, through the function f'/2.

Full work available at URL: https://arxiv.org/abs/1304.0710

zbMATH Keywords

stochastic differential equationpopulation dynamicsbranching processes with interactiongeneralized Feller diffusiongeneralized Ray-Knight theorem

Mathematics Subject Classification ID

Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Population dynamics (general) (92D25) Functional limit theorems; invariance principles (60F17) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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Cited In (16)

• Height and the total mass of the forest of genealogical trees of a large population with general competition
• Approximation of a generalized continuous-state branching process with interaction
• Lamperti transformation for continuous-state branching processes with competition and applications
• Extinction and coming down from infinity of continuous-state branching processes with competition in a Lévy environment
• The height process of a continuous-state branching process with interaction
• Ray-Knight representation of flows of branching processes with competition by pruning of Lévy trees
• Dependence and Interaction in Branching Processes
• On the extinction of continuous state branching processes with competition
• Continuous-state branching processes with competition: duality and reflection at infinity
• On the extinction of continuous-state branching processes in random environments
• Extinction time of logistic branching processes in a Brownian environment
• Reflected Brownian motion with a drift that depends on its local time
• Explosion of continuous-state branching processes with competition in a Lévy environment
• Stochastic equations for two-type continuous-state branching processes with immigration and competition
• Extinction time and the total mass of the continuous-state branching processes with competition
• Scaling limits of population and evolution processes in random environment

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