UNIQUENESS PROBLEM FOR SPDES FROM POPULATION MODELS

This is a survey on the strong uniqueness of the solutions to stochastic partial differential equations(SPDEs) related to two measure-valued processes: superprocess and Fleming-Viot process which are given as rescaling limits of population biology models. We summarize recent results for Konno-Shiga-Reimers' and Mytnik's SPDEs, and their related distribution-function-valued SPDEs.     

拼合扩散过程最小解的构造及其不变测度、可逆性与遍历性

§1.引言 本文讨论由算子Ω= (c_(ij)(x))生成的相空间为E=R~1×Z的马氏过程,其中且系数满足下列条件:     

正倒向随机微分方程的参数估计

本文的研究目标是离散观测下正倒向随机微分方程中未知参数的估计及其性质.作为第一步,本文考虑一个线性模型.本文先导出两个状态过程的关系式,进而找到离散观测数据的似然函数.最后详细讨论最大似然估计量的相合性和渐近正态性.