Stochastic partial differential equations for some measure-valued diffusions |
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Authors: | N Konno T Shiga |
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Institution: | (1) Department of General Education, Muroran Institute of Technology, Mizumotocho Muroran, 050 Hokkaido, Japan;(2) Department of Applied Physics, Tokyo Institute of Technology, Oh-okayama Meguro, 152 Tokyo, Japan |
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Abstract: | Summary We consider two classes of measure-valued diffusion processes; measure-valued branching diffusions and Fleming-Viot diffusion
models. When the basic space is R
1, and the drift operator is a fractional Laplacian of order 1<α≦2, we derive stochastic partial differential equations based
on a space-time white noise for these two processes. The former is the expected one by Dawson, but the latter is a new type
of stochastic partial differential equation. |
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Keywords: | |
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