跳跃型Fleming-Viot过程的随机测量密度所满足的微分方程

Pub Date : 2015-01-02 DOI:10.1080/17442508.2014.915972

T. T. da Silva, M. Fragoso

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引用次数: 2

摘要

本文的主题是所谓的跳跃型弗莱明-维奥过程。主要结果表明，过程的密度可以表示为随机偏微分方程的解。当简化到Fleming-Viot过程时，我们的结果恢复了N. Konno和T. Shiga[一些测量值扩散的随机偏微分方程，Probab]的结果。代数理论。Fields 79 (1988)， pp 201-225]。

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On the differential equation satisfied by the random measure density of a jump-type Fleming–Viot process

The subject matter of this paper is the so-called jump-type Fleming–Viot process. The main result shows that the density of the process has a representation as the solution of a stochastic partial differential equation. When reduced to the Fleming–Viot process, our result recovers the result of N. Konno and T. Shiga [Stochastic partial differential equations for some measure-valued diffusions, Probab. Theory Relat. Fields 79 (1988), pp. 201–225].

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