Hardeep Gill
University of British Columbia
Scientific, Seminar
Probability Seminar: The Super Ornstein-Uhlenbeck Process Interacting with its Center of Mass
We construct a supercritical interacting measure-valued diffusion with representative particles that interact with the center of mass by using the historical stochastic calculus of Perkins to modify a super Ornstein-Uhlenbeck process. In doing so we...