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Latest revision as of 09:22, 30 July 2024

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A representation for functionals of superprocesses via particle picture
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    A representation for functionals of superprocesses via particle picture (English)
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    10 December 1997
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    Superdiffusions are defined as a class of measure-valued Markov processes, which may be obtained either as limiting densities of branching particle systems, or by specifying their transition semigroup. Using the semigroup point of view, \textit{E. B. Dynkin} [Astérisque 157-158, 147-171 (1988; Zbl 0659.60105)] introduced \(L^2\)-functionals of superprocesses given by multiple integrals. In the paper under review, the multiple integrals of superdiffusions are identified with weak limits of certain additive functionals of the underlying particle system. A particular attention is paid to local times and self-intersection local times.
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    measure-valued Markov processes
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    superprocesses
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    multiple integrals
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    particle systems
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