Stochastic flows associated to coalescent processes II: Stochastic differential equations
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) ...
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ژورنال
عنوان ژورنال: Annales de l'Institut Henri Poincare (B) Probability and Statistics
سال: 2005
ISSN: 0246-0203
DOI: 10.1016/j.anihpb.2004.07.003