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Article Dans Une Revue Stochastic Processes and their Applications Année : 2023

Existence, uniqueness and ergodicity for the centered Fleming-Viot process

Résumé

Motivated by questions of ergodicity for shift invariant Fleming-Viot process, we consider the centered Fleming-Viot process (Z_t) t⩾0 defined by Z_t := τ −⟨id,Y_t⟩ ♯ Y_t , where (Y_t) t⩾0 is the original Fleming-Viot process. Our goal is to characterise the centered Fleming-Viot process with a martingale problem. To establish the existence of a solution to this martingale problem, we exploit the original Fleming-Viot martingale problem and asymptotic expansions. The proof of uniqueness is based on a weakened version of the duality method, allowing us to prove uniqueness for initial conditions admitting finite moments. We also provide counter examples showing that our approach based on the duality method cannot be expected to give uniqueness for more general initial conditions. Finally, we establish ergodicity properties with exponential convergence in total variation for the centered Fleming-Viot process and characterise the invariant measure.
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Dates et versions

hal-03596777 , version 1 (03-03-2022)
hal-03596777 , version 2 (17-11-2022)
hal-03596777 , version 3 (25-05-2023)
hal-03596777 , version 4 (13-07-2023)

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Nicolas Champagnat, Vincent Hass. Existence, uniqueness and ergodicity for the centered Fleming-Viot process. Stochastic Processes and their Applications, 2023, 166, pp.104219. ⟨10.1016/j.spa.2023.09.006⟩. ⟨hal-03596777v4⟩
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