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)
Branching Brownian motion is a random particle system which incorporates both the tree-like structur...
International audienceThe residence time of a branching Brownian process is the amount of time that ...
Cette thèse se compose de quatre chapitres:Le chapitre 1 étudie la distribution du temps de coalesce...
International audienceWe give a new proof for a Ray-Knight representation of Feller's branching diff...
We obtain a representation of Feller’s branching diffusion with logistic growth in terms of the loca...
Journal: Probability Theory Related Fields 155 (2013)International audienceWe obtain a representatio...
The classical Ray-Knight theorems for Brownian motion determine the law of its local time process ei...
International audienceWe consider a discrete model of population with interaction where the birth an...
International audiencen this paper, we study the extinction time of logistic branching processes whi...
We define a local time flow of skew Brownian motions, i.e., a family of solutions to the stochastic ...
A stochastic flow of homeomorphisms of R previously studied by Bass and Burdzy [2] and Hu and Warren...
International audienceA family of Feller branching diffusions $Z^x$, $x \ge 0$, with nonlinear drift...
We present a simple construction method for Feller processes and a framework for the generation of s...
We give a new, intuitive and relatively straightforward proof of a path large-deviations result for ...
AbstractWe give a new, intuitive and relatively straightforward proof of a path large-deviations res...
Branching Brownian motion is a random particle system which incorporates both the tree-like structur...
International audienceThe residence time of a branching Brownian process is the amount of time that ...
Cette thèse se compose de quatre chapitres:Le chapitre 1 étudie la distribution du temps de coalesce...
International audienceWe give a new proof for a Ray-Knight representation of Feller's branching diff...
We obtain a representation of Feller’s branching diffusion with logistic growth in terms of the loca...
Journal: Probability Theory Related Fields 155 (2013)International audienceWe obtain a representatio...
The classical Ray-Knight theorems for Brownian motion determine the law of its local time process ei...
International audienceWe consider a discrete model of population with interaction where the birth an...
International audiencen this paper, we study the extinction time of logistic branching processes whi...
We define a local time flow of skew Brownian motions, i.e., a family of solutions to the stochastic ...
A stochastic flow of homeomorphisms of R previously studied by Bass and Burdzy [2] and Hu and Warren...
International audienceA family of Feller branching diffusions $Z^x$, $x \ge 0$, with nonlinear drift...
We present a simple construction method for Feller processes and a framework for the generation of s...
We give a new, intuitive and relatively straightforward proof of a path large-deviations result for ...
AbstractWe give a new, intuitive and relatively straightforward proof of a path large-deviations res...
Branching Brownian motion is a random particle system which incorporates both the tree-like structur...
International audienceThe residence time of a branching Brownian process is the amount of time that ...
Cette thèse se compose de quatre chapitres:Le chapitre 1 étudie la distribution du temps de coalesce...