Measure-Valued Flows Given Consistent Exchangeable Families |
| |
| Authors: | Kai-Nan Xiang |
| |
| Institution: | (1) Center for Combinatorics, Nankai University, Tianjin, 300071, People’s Republic of China;(2) Department of Mathematics, Hunan Normal University, Changsha City, 410081, Hunan, People’s Republic of China |
| |
| Abstract: | Given a Polish space E and a consistent exchangeable family of all k-point motions in E, a universal framework on related measure-valued flow (MVF) describing how probabilities evolve under the consistent exchangeable
family is given. And when E=R
1 and 1-point motion is a 1-dimensional diffusion, local time and Tanaka formula for MVFs are studied.
|
| |
| Keywords: | Measure-valued flow Strong Markov property Local time and Tanaka formula |
| 本文献已被 SpringerLink 等数据库收录！ |
|
