Probability measure-valued polynomial diffusions

@article{Cuchiero2019ProbabilityMP,
  title={Probability measure-valued polynomial diffusions},
  author={Christa Cuchiero and Martin Larsson and Sara Svaluto-Ferro},
  journal={Electronic Journal of Probability},
  year={2019}
}
We introduce a class of probability measure-valued diffusions, coined polynomial, of which the well-known Fleming--Viot process is a particular example. The defining property of finite dimensional polynomial processes considered by Cuchiero et al. (2012) and Filipovic and Larsson (2016) is transferred to this infinite dimensional setting. This leads to a representation of conditional marginal moments via a finite dimensional linear PDE, whose spatial dimension corresponds to the degree of the… 
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