On regularity of superprocesses (Q1326323)

Three theorems on regularity of measure-valued processes \(X\) with branching property are established which improve earlier results of \textit{P. J. Fitzsimmons} [Isr. J. Math. 64, No. 3, 337-361 (1988; Zbl 0673.60089)] and the author [Trans. Am. Math. Soc. 316, No. 2, 623-634 (1989; Zbl 0695.60072)]. The main difference is that we treat \(X\) as a family of random measures associated with finitely open sets \(Q\) in time- space. Heuristically, \(X\) describes an evolution of a cloud of infinitesimal particles. To every \(Q\) there corresponds a random measure \(X_ \tau\) which arises if each particle is observed at its first exit time from \(Q\). (The state \(X_ t\) at a fixed time \(t\) is a particular case.) We consider a monotone increasing family \(Q_ t\) of finely open sets and we establish regularity properties of \(\overline X_ t=X_{\tau_ t}\) as a function of \(t\). The results are used by the author [Probab. Theory Relat. Fields 89, No. 1, 89-115 (1991; Zbl 0722.60062), ibid. 90, No. 1, 1-36 (1991; Zbl 0727.60095) and ``Superprocesses and differential equations'' (to appear in Ann. Probab.)] for investigating the relations between superprocesses and nonlinear partial differential equations. Basic definitions on Markov processes and superprocesses are introduced in Section 1. The next three sections are devoted to proving the regularity theorems. They are applied in Section 5 to study parts of a superprocess. The relation to the previous work is discussed in more detail in the concluding section. It may be helpful to look briefly through this section before reading Sections 2-5.