Absolutely continuous measure for a jump-type Fleming–Viot process

In this paper, we prove that the random measure of the one-dimensional jump-type Fleming–Viot process is absolutely continuous with respect to the Lebesgue measure in R, provided the mutation operator satisfies certain regularity conditions. This result is an important step towards the representation of the Fleming–Viot process with jumps in terms of the solution of a stochastic partial differential equation.

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Year of publication:	2012
Authors:	Silva, Telles Timóteo da ; Fragoso, Marcelo Dutra
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 3, p. 557-564
Publisher:	Elsevier
Subject:	Jump-type Fleming–Viot process \| Absolute continuity \| Martingale methods

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011039979