A representation for functionals of superprocesses via particle picture

DOI10.1016/S0304-4149(96)00091-9MaRDI QIDQ1374633zbMATH OpenOpenAlexFDO

Authors Srikanth K. Iyer, Raisa Epstein Feldman

Publication date 10 December 1997

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0304-4149(96)00091-9

zbMATH Keywords

measure-valued Markov processesmultiple integralsparticle systemssuperprocesses

Mathematics Subject Classification ID

Stochastic integrals (60H05) Local time and additive functionals (60J55) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Review text

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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Cites work

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Cited in

(5)

• Polylinear additive functionals of superprocesses
• A superprocess with a disappearing self-interaction
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• Two representations of a conditioned superprocess
• On the intersection local time of super brownian motion

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