Stochastic processes built from flows
نویسندگان
چکیده
منابع مشابه
Stochastic flows associated to coalescent processes
We study a class of stochastic flows connected to the coalescent processes that have been studied recently by Möhle, Pitman, Sagitov and Schweinsberg in connection with asymptotic models for the genealogy of populations with a large fixed size. We define a bridge to be a rightcontinuous process (B(r), r ∈ [0, 1]) with nondecreasing paths and exchangeable increments, such that B(0) = 0 and B(1) ...
متن کاملA Note on Multivariate Poisson Flows on Stochastic Processes
In [1], a deterministic counting rate condition is shown to be necessary and sufficient for a counting process induced on a Markov step process Z to be multivariate Poisson. We show here that the result continues to hold without Z being a Markov step process. MARKOV STEP PROCESS It was assumed in [1] that a Markov step process Z induces a multivariate counting process N = tN«, N 2 , ••• , N c )...
متن کاملStochastic Flows Associated to Coalescent Processes Iii: Limit Theorems
We prove several limit theorems that relate coalescent processes to continuous-state branching processes. Some of these theorems are stated in terms of the so-called generalized Fleming-Viot processes, which describe the evolution of a population with fixed size, and are duals to the coalescents with multiple collisions studied by Pitman and others. We first discuss asymptotics when the initial...
متن کاملStochastic flows for Lévy processes with Hölder drifts
In this paper, we study the following stochastic differential equation (SDE) in R: dXt = dZt + b(t, Xt)dt, X0 = x, where Z is a Lévy process. We show that for a large class of Lévy processes Z and Hölder continuous drift b, the SDE above has a unique strong solution for every starting point x ∈ R . Moreover, these strong solutions form a C-stochastic flow. As a consequence, we show that, when Z...
متن کاملApproximation of stochastic processes by non-expansive flows and coming down from infinity
This paper deals with the approximation of semimartingales in finite dimension by dynamical systems. We give trajectorial estimates uniform with respect to the initial condition for a well chosen distance. This relies on a non-expansivity property of the flow and allows to consider non-Lipschitz vector fields. The fluctuations of the process are controlled using the martingale technics initiate...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Proceedings of the Japan Academy, Series A, Mathematical Sciences
سال: 1950
ISSN: 0386-2194
DOI: 10.3792/pja/1195571632