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Stochastic partial differential equations for some measure-valued diffusions
Authors:N Konno  T Shiga
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
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.
Keywords:
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