Measure-Valued Flows Given Consistent Exchangeable Families

• Autores: Kai-Nan Xiang
• Localización: Acta applicandae mathematicae, ISSN 0167-8019, Vol. 105, Nº. 1, 2009, págs. 1-44
• Idioma: inglés
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• Resumen

  • Given a Polish space E and a consistent exchangeable family of all k-point motions in E, a universal framework on related measure-valued flow (MVF) describing how probabilities evolve under the consistent exchangeable family is given. And when E=R 1 and 1-point motion is a 1-dimensional diffusion, local time and Tanaka formula for MVFs are studied.