Summary
We apply the hyperfinite methods of [Re] to the construction of a version of the Critical Branching Diffusion studied by Dawson et al. Several new sample path properties are derived from this construction.
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Reimers, M. Hyperfinite methods applied to the Critical Branching Diffusion. Probab. Th. Rel. Fields 81, 11–27 (1989). https://doi.org/10.1007/BF00343736
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DOI: https://doi.org/10.1007/BF00343736
Keywords
- Standard Part
- Martingale Problem
- Internal Function
- Sample Path Property
- Loeb Measure