Stochastic bifurcation models

DOI10.1214/aop/1022677254zbMath0943.60087arXivmath/9802045OpenAlexW2115461361MaRDI QIDQ1807201

Richard F. Bass, Krzysztof Burdzy

Publication date: 9 November 1999

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/9802045

zbMATH Keywords

Brownian motionstochastic differential equationsdifferential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (11)

Local time flow related to skew Brownian motion. ⋮ The heat equation and reflected Brownian motion in time-dependent domains. ⋮ On the lack of semimartingale property ⋮ Fine mesh limit of the VRJP in dimension one and Bass-Burdzy flow ⋮ Scaling limit of linearly edge-reinforced random walks on critical Galton-Watson trees ⋮ Ray-Knight theorems related to a stochastic flow ⋮ Strongly correlated random interacting processes. Abstracts from the workshop held January 28 -- February 3, 2018 ⋮ Hiding a constant drift ⋮ Inverting the ray-knight identity on the line ⋮ Kolmogorov complexity and strong approximation of Brownian motion ⋮ A stochastic flow arising in the study of local times

Cites Work

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• Quadratic covariation and an extension of Itô's formula
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• Fast Equilibrium Selection by Rational Players Living in a Changing World
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