On the scaling theorem for interacting Fleming-Viot processes
We prove an extended version of the scaling theorem for interacting Fleming--Viot processes, in the sense of weak convergence for stochastic processes.
Year of publication: |
1990
|
---|---|
Authors: | Vaillancourt, Jean |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 36.1990, 2, p. 263-267
|
Publisher: |
Elsevier |
Keywords: | Fleming-Viot process measure-valued processes scaling theorem martingale problems |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Combining Losing Games into a Winning Game
Remillard, Bruno, (2017)
-
On signed measure valued solutions of stochastic evolution equations
RĂ©millard, Bruno, (2014)
-
Interacting Fleming-Viot processes
Vaillancourt, Jean, (1990)
- More ...