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arxiv: 1409.1901 · v2 · pith:DENYZELLnew · submitted 2014-09-05 · 🧮 math.PR

A path-valued Markov process indexed by the ancestral mass

classification 🧮 math.PR
keywords path-valuedprocessbranchingfellerancestralcasecouplingdiffusions
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A family of Feller branching diffusions $Z^x$, $x \ge 0$, with nonlinear drift and initial value $x$ can, with a suitable coupling over the {\em ancestral masses} $x$, be viewed as a path-valued process indexed by $x$. For a coupling due to Dawson and Li, which in case of a linear drift describes the corresponding Feller branching diffusion, and in our case makes the path-valued process Markovian, we find an SDE solved by $Z$, which is driven by a random point measure on excursion space. In this way we are able to identify the infinitesimal generator of the path-valued process. We also establish path properties of $x\mapsto Z^x$ using various couplings of $Z$ with classical Feller branching diffusions.

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