| Université Paris 6 Pierre et Marie Curie | Université Paris 7 Denis Diderot | |
| CNRS U.M.R. 7599 | ||
| ``Probabilités et Modèles Aléatoires'' | ||
Auteur(s):
Code(s) de Classification MSC:
Résumé: We obtain precise information about the stochastic flows of bridges that are associated with the so-called $\Lambda$-coalescents. When the measure $\Lambda$ gives no mass to $0$, we prove that the flow of bridges is generated by a stochastic differential equation driven by a Poisson point process. On the other hand, the case $\Lambda=\delta_0$ of the Kingman coalescent gives rise to a flow of coalescing diffusions on the interval $[0,1]$. We also discuss a remarkable Brownian flow on the circle which has close connections with the Kingman coalescent
Mots Clés: Flow ; coalescence ; bridge ; stochastic differential equation
Date: 2004-02-09
Prépublication numéro: PMA-881