A path-valued Markov process indexed by the ancestral mass
Abstract
A family of Feller branching diffusions , , with nonlinear drift and initial value can, with a suitable coupling over the {\em ancestral masses} , be viewed as a path-valued process indexed by . 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 , 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 using various couplings of 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