Skip to main content
SpringerLink
Log in
Book cover

Advances in Filtering and Optimal Stochastic Control pp 91–105Cite as

Applications of duality to measure-valued diffusion processes

  • Conference paper
  • First Online:

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 42))

This is a preview of subscription content, log in via an institution.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. P.L. Chow, Function-space differential equations associated with a stochastic partial differential equation, Indiana Univ. Math. J. 25(1976), 609–627.

    Google Scholar 

  2. D.A. Dawson and K.J. Hochberg, Wandering random measures in the Fleming-Viot model, Annals of Probability, to appear.

    Google Scholar 

  3. S.N. Ethier and T. G. Kurtz, Markov Processes: Characterization and Convergence, to appear.

    Google Scholar 

  4. R. Holley and T. Liggett, Ergodic theorems for weakly interacting systems and the voter model, Annals of Probability 3(1975), 643–663.

    Google Scholar 

  5. R. Holley, D. Stroock and D. Williams, Applications of dual processes to diffusion theory, Proc. Symp. Pure Math. 31(1977), 23–36, American Mathematical Society.

    Google Scholar 

  6. R. Holley and D. Stroock, Dual processes and their applications to infinite interacting systems, Advances in Mathematics 32(1979), 149–174.

    Google Scholar 

  7. E. Pardoux, Stochastic partial differential equations and filtering of diffusion processes, Stochastics 3 (1979), 127–167.

    Google Scholar 

  8. T. Shiga, An interacting system in population genetics, J. Math. Kyoto Univ. 20 (1980), 213–242.

    Google Scholar 

  9. T. Shiga, Diffusion processes in population genetics, J. Math. Kyoto Univ. 21 (1981), 133–151.

    Google Scholar 

  10. F. Spitzer, Interaction of Markov processes, Advances in Mathematics 5(1970), 246–290.

    Google Scholar 

  11. D.W. Stroock and S.R.S. Varadhan, Multidimensional diffusion processes, Grundlehren der mathematischen Wissenschaften 233(1979), Springer-Verlag, Berlin, Heidelberg, New York.

    Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Department of Mathematics and Statistics, Carleton University, K1S 5B6, Ottawa, Canada

    Donald A. Dawson

  2. Department of Mathematics, University of Wisconsin-Madison, 53706, Madison, WI, USA

    Thomas G. Kurtz

Authors
  1. Donald A. Dawson
    View author publications

    You can also search for this author in PubMed Google Scholar

  2. Thomas G. Kurtz
    View author publications

    You can also search for this author in PubMed Google Scholar

Editor information

Wendell H. Fleming Luis G. Gorostiza

Rights and permissions

Reprints and permissions

Copyright information

© 1982 Springer-Verlag

About this paper

Cite this paper

Dawson, D.A., Kurtz, T.G. (1982). Applications of duality to measure-valued diffusion processes. In: Fleming, W.H., Gorostiza, L.G. (eds) Advances in Filtering and Optimal Stochastic Control. Lecture Notes in Control and Information Sciences, vol 42. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0004528

Download citation

  • DOI: https://doi.org/10.1007/BFb0004528

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-11936-4

  • Online ISBN: 978-3-540-39517-1

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics

Search

Navigation