English

A path-valued Markov process indexed by the ancestral mass

Probability 2015-11-10 v2

Abstract

A family of Feller branching diffusions ZxZ^x, x0x \ge 0, with nonlinear drift and initial value xx can, with a suitable coupling over the {\em ancestral masses} xx, be viewed as a path-valued process indexed by xx. For a coupling due to Dawson and Li, which in case of a linear drift describes the corresponding Feller branching diffusion, and in our case makes the path-valued process Markovian, we find an SDE solved by ZZ, which is driven by a random point measure on excursion space. In this way we are able to identify the infinitesimal generator of the path-valued process. We also establish path properties of xZxx\mapsto Z^x using various couplings of ZZ with classical Feller branching diffusions.

Keywords

Cite

@article{arxiv.1409.1901,
  title  = {A path-valued Markov process indexed by the ancestral mass},
  author = {Etienne Pardoux and Anton Wakolbinger},
  journal= {arXiv preprint arXiv:1409.1901},
  year   = {2015}
}

Comments

23 pages, 1 figure. This version will appear in ALEA. Compared to v1, it contains amendmends mainly in Sec. 2 and in the proof of Proposition 4.1

R2 v1 2026-06-22T05:49:57.517Z