Directory UMM :Data Elmu:jurnal:S:Stochastic Processes And Their Applications:Vol87.Issue1.2000:
Teks penuh
Dokumen terkait
Large deviation principles are established for the Fleming–Viot process with neutral mutation and with selection, and the associated equilibrium measures as the sampling rate
We study an innite system of Brownian hard balls, moving in R d and submitted to a smooth innite range pair potential. It is represented by a diusion process, which is constructed
In Section 4 we obtain the asymptotic velocity of a second class particle for the zero-range process in a non-homogeneous environment and use this result to prove the main
We show that for a large class of Levy processes, which include the symmetric stable processes and stable subordinators, a capacitary modulus for the range of the process is given
Intuitively speaking, the optimal portfolio depends only on the local behaviour of the price process in the case of logarithmic utility.. Since the characteristics in the sense of
It turns out that in this one-dimensional situation the (additional) mass production at a single point is enough to guarantee that the process does not exhibit local extinction
Corrigendum to “Large deviations for the Fleming-Viot process with neutral mutation and selection”..
We will study several conditionings of super Brownian motion that t into this framework, in that the conditioned process can be broken into two pieces, one of which is such a
