Non-extinction of a Fleming-Viot particle model

We consider a branching particle model in which particles move inside a Euclidean domain according to the following rules. The particles move as independent Brownian motions until one of them hits the boundary. This particle is killed but another randomly chosen particle branches into two particles,...

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Veröffentlicht in:	Probability theory and related fields 2012-06, Vol.153 (1-2), p.293-332
Hauptverfasser:	Bieniek, Mariusz, Burdzy, Krzysztof, Finch, Sam
Format:	Artikel
Sprache:	eng
Schlagworte:	Boundaries Brownian motion Domains Economics Empirical analysis Finance Insurance Management Mathematical analysis Mathematical and Computational Biology Mathematical and Computational Physics Mathematical models Mathematics Mathematics and Statistics Operations Research/Decision Theory Probability Probability theory Probability Theory and Stochastic Processes Quantitative Finance Statistics for Business Studies Theorems Theoretical
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