Continuous Local Time of a Purely Atomic Immigration Superprocess with Dependent Spatial Motion

DOI10.1080/07362990701568338MaRDI QIDQ5430136zbMATH OpenOpenAlexFDO

Authors Zenghu Li, Jie Xiong

Publication date 12 December 2007

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0802.0926

zbMATH Keywords

local timePoisson random measureimmigrationsuperprocessexcursiondependent spatial motionscaling limit theorem

Mathematics Subject Classification ID

Random measures (60G57) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Stochastic integral equations (60H20)

Abstract: A purely atomic immigration superprocess with dependent spatial motion in the space of tempered measures is constructed as the unique strong solution of a stochastic integral equation driven by Poisson processes based on the excursion law of a Feller branching diffusion, which generalizes the work of Dawson and Li (2003). As an application of the stochastic equation, it is proved that the superprocess possesses a local time which is Holder continuous of order $alpha$ for every $alpha<1/2$. We establish two scaling limit theorems for the immigration superprocess, from which we derive scaling limits for the corresponding local time.

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Cites work

• scientific article; zbMATH DE number 446474 (Why is no real title available?)
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Cited in

(3)

• Joint Hölder continuity of local time for a class of interacting branching measure-valued diffusions
• Construction of immigration superprocesses with dependent spatial motion from one-di\-men\-sion\-al excursions
• Dimension results and local times for superdiffusions on fractals

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