Geometric aspects of Fleming-Viot and Dawson-Watanabe processes
Schied, Alexander
Ann. Probab., Tome 25 (1997) no. 4, p. 1160-1179 / Harvested from Project Euclid
This paper is concerned with the intrinsic metrics of the two main classes of superprocesses. For the Fleming-Viot process, we identify it as the Bhattacharya distance, and for Dawson-Watanabe processes, we find the Kakutani-Hellinger metric. The corresponding geometries are studied in some detail. In particular, representation formulas for geodesics and arc length functionals are obtained. The relations between the two metrics yield a geometric interpretation of the identification of the Fleming-Viot process as a Dawson-Watanabe superprocess conditioned to have total mass 1. As an application, a functional limit theorem for super-Brownian motion conditioned on local extinction is proved.
Publié le : 1997-07-14
Classification:  Intrinsic metric,  Fleming-Viot process,  Dawson-Watanabe superprocess,  Kakutani-Hellinger distance,  Bhattacharya metric,  60J60,  60G57,  58G32,  60J80
@article{1024404509,
     author = {Schied, Alexander},
     title = {Geometric aspects of Fleming-Viot and Dawson-Watanabe
 processes},
     journal = {Ann. Probab.},
     volume = {25},
     number = {4},
     year = {1997},
     pages = { 1160-1179},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1024404509}
}
Schied, Alexander. Geometric aspects of Fleming-Viot and Dawson-Watanabe
 processes. Ann. Probab., Tome 25 (1997) no. 4, pp.  1160-1179. http://gdmltest.u-ga.fr/item/1024404509/