Diffusions on a space of interval partitions: construction from Bertoin's BES0(d){\tt BES}_0(d), d∈(0,1)d\in(0,1)

preprint2020arXivOpen access

Abstract

In 1990, Bertoin constructed a measure-valued Markov process in the framework of a Bessel process of dimension between 0 and 1. In the present paper, we represent this process in a space of interval partitions. We show that this is a member of a class of interval partition diffusions introduced recently and independently by Forman, Pal, Rizzolo and Winkel using a completely different construction from spectrally positive stable Lévy processes with index between 1 and 2 and with jumps marked by squared Bessel excursions of a corresponding dimension between −2-2 and 0.

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