MetadatenAuthor: | Etienne Pardoux, Anton WakolbingerGND |
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URN: | urn:nbn:de:hebis:30:3-403463 |
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URL: | http://ecp.ejpecp.org/article/view/1679 |
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DOI: | https://doi.org/10.1214/ECP.v16-1679 |
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ISSN: | 1083-589X |
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Parent Title (German): | Electronic communications in probability |
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Publisher: | EMIS ELibEMS |
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Place of publication: | [Madralin] |
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Document Type: | Article |
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Language: | English |
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Year of Completion: | 2011 |
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Year of first Publication: | 2011 |
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Publishing Institution: | Universitätsbibliothek Johann Christian Senckenberg |
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Release Date: | 2016/06/02 |
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Tag: | Brownian motion; Feller branching with logistic growth; Girsanov transform; Ray-Knight representation; local time; local time drift |
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Volume: | 16 |
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Page Number: | 12 |
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First Page: | 720 |
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Last Page: | 731 |
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Note: | This work is licensed under a Creative Commons Attribution 3.0 License. |
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HeBIS-PPN: | 428603475 |
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Institutes: | Informatik und Mathematik / Mathematik |
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Dewey Decimal Classification: | 5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik |
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MSC-Classification: | 60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Hxx Stochastic analysis [See also 58J65] / 60H10 Stochastic ordinary differential equations [See also 34F05] |
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| 60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Jxx Markov processes / 60J55 Local time and additive functionals |
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| 60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Jxx Markov processes / 60J70 Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) [See also 92Dxx] |
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| 60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Jxx Markov processes / 60J80 Branching processes (Galton-Watson, birth-and-death, etc.) |
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Sammlungen: | Universitätspublikationen |
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Licence (German): | Creative Commons - Namensnennung 3.0 |
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