An exponential change of measure for the Feller diffusion and some implications for superprocesses

DOI10.1239/jap/1014842280zbMath0966.60078OpenAlexW2091106841MaRDI QIDQ4503222

Srikanth K. Iyer, Robert J. Adler

Publication date: 21 November 2000

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1014842280

zbMATH Keywords

superprocesschange of measureself-reinforcement

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57) Local time and additive functionals (60J55) Continuity and singularity of induced measures (60G30)

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