On the scaling theorem for interacting Fleming-Viot processes

We prove an extended version of the scaling theorem for interacting Fleming--Viot processes, in the sense of weak convergence for stochastic processes.

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Year of publication:	1990
Authors:	Vaillancourt, Jean
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 36.1990, 2, p. 263-267
Publisher:	Elsevier
Keywords:	Fleming-Viot process measure-valued processes scaling theorem martingale problems

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

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008872668