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1. CJM 2005 (vol 57 pp. 204)

Xiong, Jie; Zhou, Xiaowen
 On the Duality between Coalescing Brownian Motions A duality formula is found for coalescing Brownian motions on the real line. It is shown that the joint distribution of a coalescing Brownian motion can be determined by another coalescing Brownian motion running backward. This duality is used to study a measure-valued process arising as the high density limit of the empirical measures of coalescing Brownian motions. Keywords:coalescing Brownian motions, duality, martingale problem,, measure-valued processesCategories:60J65, 60G57

2. CJM 1997 (vol 49 pp. 24)

Bertoin, Jean; Le Gall, Jean-François; Le Jan, Yves
 Spatial branching processes and subordination We present a subordination theory for spatial branching processes. This theory is developed in three different settings, first for branching Markov processes, then for superprocesses and finally for the path-valued process called the {\it Brownian snake}. As a common feature of these three situations, subordination can be used to generate new branching mechanisms. As an application, we investigate the compact support property for superprocesses with a general branching mechanism. Categories:60J80, 60J25, 60J27, 60J55, 60G57