Diffusions on a space of interval partitions: construction from Bertoin's \(\mathrm {BES}_0(d), d\in (0,1)\)
DOI10.1214/20-ECP355zbMath1470.60213arXiv2006.03587MaRDI QIDQ829362
Publication date: 5 May 2021
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.03587
Bessel processexcursion theoryPoisson-Dirichlet distributionmeasure-valued diffusioninterval partition
Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60) Self-similar stochastic processes (60G18) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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