From Brownian motion with a local time drift to Feller's branching diffusion with logistic growth

DOI10.1214/ECP.v16-1679zbMath1245.60079arXiv1305.1207MaRDI QIDQ428708

Anton Wakolbinger, Etienne Pardoux

Publication date: 22 June 2012

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1305.1207

zbMATH Keywords

Brownian motionlocal timeGirsanov transformFeller branching with logistic growthlocal time driftRay-Knight representation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Local time and additive functionals (60J55) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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