getdoc03b2. 224KB Jun 04 2011 12:04:02 AM
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A classical result in the theory of continuous-time stationary Gaussian processes gives sufficient conditions for the equivalence of the laws of two centered processes with
assumed to be continuous, the corresponding Markov chain will have the weak Feller property. The fact that a process is topologically recurrent also implies that.. it has some
Figure 1: Three basically different posibilities in coupling continuous and discrete processes: in case ( a ) the continuous one moves while the discrete one does not change, in case
When there are initially infinitely many particles, stochastic coalescence with constant, additive, and multiplicative kernels have been extensively studied, see Kingman [7],
(2) Branching Mechanism Reconstruction: By reconstruction of the branching mech- anism, the variable coefficient σ ( x ) of the branching generator is transformed as a
[1] study discretization schemes for stochastic differential equations with multivalued drift coefficients; Martinez and Talay [4] study discretization schemes for diffusion
Keywords infinite particle system, superprocess, interacting diffusion, clustering, Palm distri- bution, grove indexed systems of diffusions, grove indexed systems of branching
Here we again consider continuous time simple random walks, and initially the particle from the origin is infected, while the other particles are healthy.. Infected particles
