We investigate branching properties of the solution of a fragmentation equation for the mass distribution and we properly associate a continuous time càdlàg Markov process on the space S↓ of all fragmentation sizes, introduced by J. Bertoin. A binary fragmentation kernel induces a specific...

This paper develops an asymptotic expansion technique in momentum space for stochastic filtering. It is shown that Fourier transformation combined with a polynomial-function approximation of the nonlinear terms gives a closed recursive system of ordinary differential equations (ODEs) for the...

This paper is concerned with the construction of a continuous parameter sequence of random probability measures and its application for modeling random phenomena evolving in continuous time. At each time point we have a random probability measure which is generated by a Bayesian nonparametric...

This paper provides the construction in a Bayesian setting of the Fleming-Viot measurevalued process with diploid fertility selection and highlights new connections between Bayesian nonparametrics and population genetics. Via a generalisation of the Blackwell-MacQueen Polya-urn scheme, a Markov...