| Título: | From Brownian motion with a local time drift to Feller's branching diffusion with logistic growth |
| Autores: |
Pardoux, Etienne; Université de Provence Wakolbinger, Anton; Goethe-University Frankfurt |
| Fecha: | 2011-01-01 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Ray-Knight representation, local time, Feller branching with logistic growth, Brownian motion, local time drift, Girsanov transform 60J70 (Primary), 60J55, 60J80, 60H10 (Secondary) |
| Descripción: | We give a new proof for a Ray-Knight representation of Feller's branching diffusion with logistic growth in terms of the local times of a reflected Brownian motion $H$ with a drift that is affine linear in the local time accumulated by $H$ at its current level. In Le et al. (2011) such a representation was obtained by an approximation through Harris paths that code the genealogies of particle systems. The present proof is purely in terms of stochastic analysis, and is inspired by previous work of Norris, Rogers and Williams (1988). |
| Idioma: | No aplica |
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