[图书][B] Measure-Valued Branching Processes

Z Li, Z Li - 2011 - Springer
A measure-valued process describes the evolution of a population that evolves according to
the law of chance. In this chapter we provide some basic characterizations and constructions …

Stochastic Volterra equations for the local times of spectrally positive stable processes

W Xu - The Annals of Applied Probability, 2024 - projecteuclid.org
This paper is concerned with the evolution dynamics of local times of a spectrally positive
stable process in the spatial direction. The main results state that conditioned on the …

The stochastic Jacobi flow

E Aïdékon, Y Hu, Z Shi - arXiv preprint arXiv:2306.12716, 2023 - arxiv.org
The problem of conditioning on the occupation field was investigated for the Brownian
motion in 1998 independently by Aldous [4] and Warren and Yor [34] and recently for the …

A Ray-Knight Theorem for Spectrally Positive Stable Processes

W Xu - arXiv preprint arXiv:2105.02349, 2021 - arxiv.org
We generalize a classical second Ray-Knight theorem to spectrally positive stable
processes. It is shown that the local time processes are solutions of certain stochastic …