跳跃型Fleming-Viot过程的随机测量密度所满足的微分方程

IF 0.8 4区数学 Q3 MATHEMATICS, APPLIED

Stochastics-An International Journal of Probability and Stochastic Processes 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]。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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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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来源期刊

Stochastics-An International Journal of Probability and Stochastic Processes MATHEMATICS, APPLIED-STATISTICS & PROBABILITY

CiteScore

1.90

自引率

0.00%

发文量

审稿时长

>12 weeks

期刊介绍： Stochastics: An International Journal of Probability and Stochastic Processes is a world-leading journal publishing research concerned with stochastic processes and their applications in the modelling, analysis and optimization of stochastic systems, i.e. processes characterized both by temporal or spatial evolution and by the presence of random effects. Articles are published dealing with all aspects of stochastic systems analysis, characterization problems, stochastic modelling and identification, optimization, filtering and control and with related questions in the theory of stochastic processes. The journal also solicits papers dealing with significant applications of stochastic process theory to problems in engineering systems, the physical and life sciences, economics and other areas. Proposals for special issues in cutting-edge areas are welcome and should be directed to the Editor-in-Chief who will review accordingly. In recent years there has been a growing interaction between current research in probability theory and problems in stochastic systems. The objective of Stochastics is to encourage this trend, promoting an awareness of the latest theoretical developments on the one hand and of mathematical problems arising in applications on the other.