Fleming-Viot Processes in an Environment

Details Fleming-Viot Processes in an Environment Fleming-Viot Processes in an Environment

2009-11-04

arxiv.org/abs/0911.0773v1

Mathematics

Probability

19 pages, submitted

Scientific paper

We consider a new type of lookdown processes where spatial motion of each individual is influenced by an individual noise and a common noise, which could be regarded as an environment. Then a class of probability measure-valued processes on real line $\mbb{R}$ are constructed. The sample path properties are investigated: the values of this new type process are either purely atomic measures or absolutely continuous measures according to the existence of individual noise. When the process is absolutely continuous with respect to Lebesgue measure, we derive a new stochastic partial differential equation for the density process. At last we show that such processes also arise from normalizing a class of measure-valued branching diffusions in a Brownian medium as the classical result that Dawson-Watanabe superprocesses, conditioned to have total mass one, are Fleming-Viot superprocesses.

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