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From Brownian motion with a local time drift to Feller's branching diffusion with logistic growth

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	From Brownian motion with a local time drift to Feller's branching diffusion with logistic growth
2.	Creator	Author's name, affiliation, country	Etienne Pardoux; Université de Provence; France
2.	Creator	Author's name, affiliation, country	Anton Wakolbinger; Goethe-University Frankfurt; Germany
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	Ray-Knight representation, local time, Feller branching with logistic growth, Brownian motion, local time drift, Girsanov transform
3.	Subject	Subject classification	60J70 (Primary), 60J55, 60J80, 60H10 (Secondary)
4.	Description	Abstract	We give a new proof for a Ray-Knight representation of Feller's branching diffusion with logistic growth in terms of the local times of a reflected Brownian motion $H$ with a drift that is affine linear in the local time accumulated by $H$ at its current level. In Le et al. (2011) such a representation was obtained by an approximation through Harris paths that code the genealogies of particle systems. The present proof is purely in terms of stochastic analysis, and is inspired by previous work of Norris, Rogers and Williams (1988).
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)
7.	Date	(YYYY-MM-DD)	2011-11-20
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ecp.ejpecp.org/article/view/1679
10.	Identifier	Digital Object Identifier	10.1214/ECP.v16-1679
11.	Source	Journal/conference title; vol., no. (year)	Electronic Communications in Probability; Vol 16
12.	Language	English=en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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