The Spine of Two-Particle Fleming–Viot Process in a Bounded Interval

Krzysztof Burdzy (), János Engländer () and Donald E. Marshall ()
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Krzysztof Burdzy: University of Washington
János Engländer: University of Colorado
Donald E. Marshall: University of Washington

Journal of Theoretical Probability, 2025, vol. 38, issue 2, 1-21

Abstract: Abstract We show that the spine of the Fleming–Viot process driven by Brownian motion and starting with two particles in a bounded interval has a different law from that of Brownian motion conditioned to stay in the interval forever. Furthermore, we estimate the “extra drift.”

Keywords: Spine; Fleming–Viot process; Brownian motion; h-transform; Laplace equation; Harmonic function; Conformal map; Schwarz–Christoffel formula; 30C20; 30E25; 60J80; 60G17 (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1007/s10959-025-01401-4

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