Diffusions on a space of interval partitions: construction from Bertoin’s BES0(d), d ∈ (0, 1)
In 1990, Bertoin constructed a measure-valued Markov process in the framework of a Bessel process of dimension between 0 and 1. In the present paper, we represent this process in a space of interval partitions. We show that this is a member of a class of interval partition diffusions introduced rece...
| Main Author: | |
|---|---|
| Format: | Journal article |
| Language: | English |
| Published: |
Institute of Mathematical Statistics
2020
|