Branching processes with interaction and a generalized Ray-Knight theorem
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stochastic differential equationpopulation dynamicsbranching processes with interactiongeneralized Feller diffusiongeneralized Ray-Knight theorem
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)
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.
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Cites work
- scientific article; zbMATH DE number 1245556 (Why is no real title available?)
- scientific article; zbMATH DE number 1354815 (Why is no real title available?)
- A path-valued Markov process indexed by the ancestral mass
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- Stochastic equations, flows and measure-valued processes
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Cited in
(17)- Scaling limits of population and evolution processes in random environment
- Lamperti transformation for continuous-state branching processes with competition and applications
- Stochastic equations for two-type continuous-state branching processes with immigration and competition
- 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
- From Brownian motion with a local time drift to Feller's branching diffusion with logistic growth
- Continuous-state branching processes with competition: duality and reflection at infinity
- Approximation of a generalized continuous-state branching process with interaction
- Extinction and coming down from infinity of continuous-state branching processes with competition in a Lévy environment
- Reflected Brownian motion with a drift that depends on its local time
- Height and the total mass of the forest of genealogical trees of a large population with general competition
- Explosion of continuous-state branching processes with competition in a Lévy environment
- On the extinction of continuous state branching processes with competition
- On the extinction of continuous-state branching processes in random environments
- Extinction time of logistic branching processes in a Brownian environment
- Dependence and Interaction in Branching Processes
- Extinction time and the total mass of the continuous-state branching processes with competition
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