TY  - JOUR
A1  - Pardoux, Etienne
A1  - Wakolbinger, Anton
T1  - From Brownian motion with a local time drift to Feller's branching diffusion with logistic growth
T2  - Electronic communications in probability
N2  - We give a new proof for a Ray-Knight representation of Feller's branching diffusion with logistic growth in terms of the local times of a reflected Brownian motion H with a drift that is affine linear in the local time accumulated by H
at its current level. In Le et al. (2011) such a representation was obtained by an approximation through Harris paths that code the genealogies of particle systems. The present proof is purely in terms of stochastic analysis, and is inspired by previous work of Norris, Rogers and Williams (1988).
KW  - Ray-Knight representation
KW  - local time
KW  - Feller branching with logistic growth
KW  - Brownian motion
KW  - local time drift
KW  - Girsanov transform
Y1  - 2011
UR  - http://publikationen.ub.uni-frankfurt.de/frontdoor/index/index/docId/40346
UR  - https://nbn-resolving.org/urn:nbn:de:hebis:30:3-403463
UR  - http://ecp.ejpecp.org/article/view/1679
SN  - 1083-589X
N1  - This work is licensed under a Creative Commons Attribution 3.0 License.
VL  - 16
SP  - 720
EP  - 731
PB  - EMIS ELibEMS
CY  - [Madralin]
ER  -