Stochastic flows associated to coalescent processes II : stochastic differential equations

Jean Bertoin; Jean-François Le Gall

Annales de l'I.H.P. Probabilités et statistiques (2005)

  • Volume: 41, Issue: 3, page 307-333
  • ISSN: 0246-0203

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Bertoin, Jean, and Le Gall, Jean-François. "Stochastic flows associated to coalescent processes II : stochastic differential equations." Annales de l'I.H.P. Probabilités et statistiques 41.3 (2005): 307-333. <http://eudml.org/doc/77847>.

@article{Bertoin2005,
author = {Bertoin, Jean, Le Gall, Jean-François},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Flow; Coalescence; Bridge; Stochastic differential equation},
language = {eng},
number = {3},
pages = {307-333},
publisher = {Elsevier},
title = {Stochastic flows associated to coalescent processes II : stochastic differential equations},
url = {http://eudml.org/doc/77847},
volume = {41},
year = {2005},
}

TY - JOUR
AU - Bertoin, Jean
AU - Le Gall, Jean-François
TI - Stochastic flows associated to coalescent processes II : stochastic differential equations
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2005
PB - Elsevier
VL - 41
IS - 3
SP - 307
EP - 333
LA - eng
KW - Flow; Coalescence; Bridge; Stochastic differential equation
UR - http://eudml.org/doc/77847
ER -

References

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  2. [2] A.M. Etheridge, An Introduction to Superprocesses, Univ. Lecture Ser., vol. 20, Amer. Math. Soc., Providence, 2000. Zbl0971.60053MR1779100
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  10. [10] P.A. Meyer, Un cours sur les intégrales stochastiques, in: Séminaire de Probabilités X, Lecture Notes Math., vol. 511, Springer, Berlin, 1976. Zbl0374.60070MR501332
  11. [11] M. Möhle, S. Sagitov, A classification of coalescent processes for haploid exchangeable population models, Ann. Probab.29 (2001) 1547-1562. Zbl1013.92029MR1880231
  12. [12] J. Pitman, Coalescents with multiple collisions, Ann. Probab.27 (1999) 1870-1902. Zbl0963.60079MR1742892
  13. [13] S. Sagitov, The general coalescent with asynchronous mergers of ancester lines, J. Appl. Probab.36 (1999) 1116-1125. Zbl0962.92026MR1742154
  14. [14] J. Schweinsberg, Coalescents with simultaneous multiple collisions, Electr. J. Probab.5–12 (2000) 1-50, http://www.math.washington.edu/~ejpecp/ejp5contents.html. Zbl0959.60065MR1781024

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