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Большой семинар кафедры теории вероятностей МГУ
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Sticky Feller Diffusions Г. Пешкир Манчестерский университет |
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Аннотация: We consider a Feller branching diffusion process 𝑋 with drift 𝑐 having 0 as a slowly reflecting (sticky) boundary point with a stickiness parameter 1/𝜇 ∈ (0, ∞). We show that (i) the process 𝑋 can be characterised as a unique weak solution to the SDE system Website: https://youtu.be/Gry2Gf1WUSI |
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