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\\(b:{\\mathbb R}^{d } \\rightarrow {\\mathbb R}^{d }\\), \\(c :{\\mathbb R}^{d } \\rightarrow \\mathbb{R}^{d \\times m}\\) (the real \\(d\\times m\\)-matrices) be maps satisfying a Lipschitz condition bounded together with their first and second derivatives, NEWLINE\\[NEWLINE\\sigma _{i j } ( x , y ) = \\sum _{k = 1 } ^{m } c _{i k } ( x ) c _{j k } ( y ),NEWLINE\\]NEWLINE NEWLINE\\[NEWLINEa _{i j } ( x , y ) = \\delta _{i j } b _{i } ( x ) b _{j }( y ) + \\sigma _{i j } ( x , y ),NEWLINE\\]NEWLINE NEWLINE\\[NEWLINE(L \\varphi ) ( x ) = ( 1 / 2 ) \\sum _{i , j = 1 }^{d } a _{i j }( x , x ) ( \\partial _{i j } ^{2 } \\varphi ) ( x ),NEWLINE\\]NEWLINE supposed uniformly elliptic, NEWLINE\\[NEWLINE( \\Lambda \\varphi ) ( x , y ) = \\sum _{i , j = 1 } ^{d }\\sigma _{i j } ( x , y )( \\partial _{i } \\varphi ) ( x ) ( \\partial _{j } \\varphi ) ( x ),NEWLINE\\]NEWLINE and let \\(\\mu _{t } \\in M ({\\mathbb R}^{d } )\\) (finite measures for \\(t \\in [ 0, \\infty )\\); a superprocess over a stochastic flow defined by \\(d Y _{t } = c ( Y _{t } ) d W _{t }\\), \\(W\\) a Brownian motion) be the unique continuous solution of a martingale problem: for \\(\\varphi \\in C _{K } ^{2 } ({\\mathbb R}^{d })\\) (K stands for compactly supported), NEWLINE\\[NEWLINE\\mu _{t}(\\varphi)-\\mu _{0 } ( \\varphi )-\\int _{0} ^{t } \\mu _{s } ( L \\varphi ) d sNEWLINE\\]NEWLINE is a continuous martingale, having quadratic variation \\(\\int _{0} ^{t } ( \\mu _{s } ( \\varphi ^{2 } ) + \\mu _{s } ^{2 } ( \\Lambda \\varphi ) ) d s\\) (\\(\\mu _{s } ^{2 }\\) means \\(\\mu _{s } \\otimes \\mu _{s }\\), \\(\\mu _{s } ( f ) = \\int f d \\mu _{s }\\)). This \\(\\mu\\) was constructed by \\textit{G. Skoulakis} and \\textit{R. J. Adler} [Ann. Appl. Probab. 11, No. 2, 488--543 (2001; Zbl 1018.60052)] as the limit of \\(\\mu ^{( n ) }\\), a fact essential in the proofs in this paper. NEWLINENEWLINEConsider \\(\\alpha = ( \\alpha _{0 } ,\\dotsc , \\alpha _{| \\alpha | } )\\), \\(\\alpha _{i } \\in [ 0 , 1 ]\\), and let \\(\\alpha -1 = ( \\alpha _{0 } ,\\dotsc , \\alpha _{| \\alpha | - 1 } )\\), \\(\\alpha | _{i } = (\\alpha _{0 } ,\\dotsc , \\alpha _{i } )\\). Set \\(\\mu _{0 } ^{( n ) } = \\sum _{i = 0 } ^{M ( n ) } \\varepsilon _{x _{i }^{n} } \\rightarrow \\mu _{0 }\\), take families \\(( B _{t } ^{\\alpha , n } ) _{0 \\leq t \\leq ( | \\alpha | + 1 ) / n }\\), \\(( W _{t } ^{n } ) _{t \\in [ 0 , \\infty ) }\\), \\(N ^{\\alpha , n }\\), are families of Brownian motions on \\({\\mathbb R}^{d }\\), \\({\\mathbb R}^{m }\\) and \\(( \\varepsilon _{2 } + \\varepsilon _{0 } ) / 2\\) random variables, respectively; we have NEWLINE\\[NEWLINEB _{0 } ^{\\alpha , n }= x _{\\alpha _{0}}^{n \\;}\\text{ for}\\;| \\alpha | = 0,\\;\\;B _{t } ^{\\alpha , n } = B _{t } ^{\\alpha - 1 , n}NEWLINE\\]NEWLINE (for \\(0 \\leq i \\leq | \\alpha | / n\\)), \\(W _{0 } ^{n } = 0\\) and the rest is independent, the solution \\(Y ^{\\alpha , n }\\) of NEWLINE\\[NEWLINEd Y _{t } = b ( Y _{t } ) d B _{t } ^{\\alpha , n } + c ( Y _{t } ) d W _{t } ^{n }NEWLINE\\]NEWLINE on \\([ 0 , ( k + 1 ) n ^{- 1 } ]\\), for \\( \\alpha \\in [ k / n , ( k - 1 ) / n ),\\) and NEWLINE\\[NEWLINEY _{0 } ^{\\alpha , n } = x _{\\alpha _{0 }} ^{n }, \\tau ^{\\alpha , n } = 0NEWLINE\\]NEWLINE for \\(\\alpha _{0 } > k / n\\), \\(\\min ( ( i + 1 ) / n ; 0 \\leq i \\leq | \\alpha | , N ^{^{\\alpha } i ^{, n }} = 0 )\\) for \\(\\alpha _{0 } \\leq M ( n )\\) and \\(( \\cdot ) \\neq \\emptyset\\), and \\(( 1 + | \\alpha | ) / n\\) otherwise. Then \\(X _{t } ^{\\alpha , n } = Y _{t } ^{\\alpha , n }\\) for \\(t < \\tau ^{\\alpha , n }\\), \\(\\Delta\\) otherwise and \\(\\mu _{t } ^{( n ) } ( U ) = n^{- 1 } \\operatorname{card} \\{ \\alpha ; t \\in [ | \\alpha | / n , ( | \\alpha | + 1 ) / n ) , X _{t } ^{\\alpha , n } \\in U \\} \\).NEWLINENEWLINE NEWLINEThe authors express \\(\\operatorname{E} ( ( \\mu _{t _{1 }} \\mu _{t _{2 }} \\mu _{t _{3 }} \\mu _{t _{4 }} ) ( \\psi ) )\\) as a sum of 14 terms (sums of integrals). They deduce, when \\(\\mu _{0 }\\) has compact support and a bounded density, that, for \\(\\psi ( x ) = \\phi ( x _{1 }-x _{3 } )\\phi ( x _{2 }-x _{3 } )\\), \\(\\varphi ( y ) =\\phi ( y _{1 }-y _{3 } )\\phi ( y _{2 }-y _{4 } )\\), \\(\\phi\\) rapidly decreasing, NEWLINE\\[NEWLINE\\int _{0 } ^{T } d t _{3 } \\int _{0 } ^{t_3} d t _{2 } \\int _{0} ^{t_2 } d t _{1 } \\operatorname{E} ( ( \\mu _{t _{1 }} \\mu _{t _{2 }} \\mu _{t _{3 }} ) ( \\psi ) ) \\leq C \\| \\phi \\| _{1 } ^{2 }NEWLINE\\]NEWLINE and NEWLINE\\[NEWLINE\\int _{0 } ^{t_3} d t _{2 } \\int _{0 } ^{t_2 } d t _{1 } \\operatorname{E} ( ( \\mu _{t _{1 }} \\mu _{t _{2 }} \\mu _{t _{3 }} ^{2 } ) ( \\varphi ) ) \\leq \\| \\phi \\| _{1 } ^{2 }.NEWLINE\\]NEWLINE For every rapidly decreasing \\(\\phi\\), \\(\\mu _{t } (\\phi )\\) is a.s. a continuous semimartingale. The resolvent of \\(L\\), written as \\(G ^{\\lambda , u } ( x )\\), appears as a tempered distribution, it is approximated by some \\(G _{\\varepsilon } ^{\\lambda , u } \\in C _{K } ^{\\infty } \\; \\;\\), \\(\\varepsilon \\downarrow 0\\); the authors define NEWLINE\\[NEWLINE\\gamma _{\\varepsilon } ^{\\lambda } ( u , T ) = \\int _{0} ^{T } d t \\int _{0 } ^{t} d s ( ( \\lambda -L ) ( \\mu _{s } \\mu _{t } ) ( G _{\\varepsilon } ^{\\lambda , u } ) ),NEWLINE\\]NEWLINE NEWLINE\\[NEWLINE{\\mathcal L} _{\\varepsilon } ^{\\lambda } ( u , T ) = \\gamma _{\\varepsilon } ^{\\lambda } ( u , T )- \\int _{0 } ^{T } d t ( \\mu _{t } \\mu _{t } ) ( G _{\\varepsilon } ^{\\lambda , u } ).NEWLINE\\]NEWLINE For \\(d \\leq 3\\), if \\(Z\\) is the martingale measure for NEWLINE\\[NEWLINE( L _{2 } \\Psi ) ( x , y ) = (1/2)\\sum _{i , j = 1 } ^{d } a _{i j } ( y ) \\partial _{2 , i } \\partial _{2 , j } \\Psi ( x , y ),NEWLINE\\]NEWLINE NEWLINE\\[NEWLINE\\lim _{\\varepsilon \\downarrow 0 } {\\mathcal L} _{\\varepsilon } ^{\\lambda } ( u , T )NEWLINE\\]NEWLINE exists in \\(L^{2 }\\), uniformly in \\(u\\), being equal to NEWLINE\\[NEWLINE\\lambda \\int _{0 } ^{T } d t \\int _{0 } ^{t } d s ( \\mu _{s } \\mu _{t } ) ( G ^{\\lambda , u } ) - \\int _{0 } ^{T } d t ( \\mu _{t } \\mu _{T } ) ( G ^{\\lambda , u } ) + \\int _{0 } ^{T } \\int Z ( d t , d y ) \\int _{0 } ^{t } \\mu _{s } ( G ^{\\lambda , u } ( \\cdot-y )),NEWLINE\\]NEWLINE the self intersection local time for the superprocess. The proofs are given in appendices.","type":"string"},"datatype":"string"},"type":"statement","id":"Q439876$7E82A931-6547-485F-9D9B-A1192B847479","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Generalized self-intersection local time for a superprocess over a stochastic flow","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Generalized_self-intersection_local_time_for_a_superprocess_over_a_stochastic_flow"}}}}}