{"title":"On the differential equation satisfied by the random measure density of a jump-type Fleming–Viot process","authors":"T. T. da Silva, M. Fragoso","doi":"10.1080/17442508.2014.915972","DOIUrl":null,"url":null,"abstract":"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].","PeriodicalId":49269,"journal":{"name":"Stochastics-An International Journal of Probability and Stochastic Processes","volume":"68 1","pages":"71 - 84"},"PeriodicalIF":0.8000,"publicationDate":"2015-01-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastics-An International Journal of Probability and Stochastic Processes","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/17442508.2014.915972","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
引用次数: 2
Abstract
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].
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.
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