Some properties for the measure-valued branching diffusion processes (Q1825520)
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English | Some properties for the measure-valued branching diffusion processes |
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Some properties for the measure-valued branching diffusion processes (English)
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1989
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The occupation time process for a measure-valued branching process (or ``superprocess'') was introduced by \textit{I. Iscoe} [Probab. Theory Relat. Fields 71, 85-116 (1986; Zbl 0555.60034)]. The main result of the present paper is to establish the existence of a density (``local time'') for the occupation time process and to study its smoothness. Results of this type are highly dimension dependent. In dimension \(d=1\) differentiability properties are established and in \(d=2,3\) continuity properties (in space and time) of the local time are established. In addition, the limiting behavior of the local time process under a space-time scaling is derived.
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measure-valued branching process
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occupation time
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differentiability properties
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space-time scaling
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