Existence and regularity for a class of infinite-measure \((\xi,\Psi, K)\)-superprocesses (Q1970314)
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English | Existence and regularity for a class of infinite-measure \((\xi,\Psi, K)\)-superprocesses |
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Existence and regularity for a class of infinite-measure \((\xi,\Psi, K)\)-superprocesses (English)
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13 June 2001
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\textit{E. B. Dynkin}'s general theory [``An introduction to branching measure-valued processes'' (1994; Zbl 0824.60001)] covers a quite large class of finite positive measure-valued Markov processes \(X\) \(=\) \(( X_t\), \(P_{r,\mu})\), which are called \((\xi, \psi, K)\)-superprocesses. However, some important superprocesses recently investigated are not contained in the above class, such as \textit{I. Iscoe}'s infinite measure-valued super-\(\alpha\)-stable processes [Probab. Theory Relat. Fields 71, 85-116 (1986; Zbl 0555.60034)], \textit{K. Fleischmann} and \textit{C. Mueller}'s hyperbolic super-Brownian motion [ibid. 107, No. 3, 325-357 (1997; Zbl 0924.60076)] and \textit{D. A. Dawson} and \textit{K. Fleischmann}'s catalytic super-Brownian motion [J. Theor. Probab. 10, No. 1, 213-276 (1997; Zbl 0877.60030)], etc. In this paper the author extends the well-known class of \((\xi, \psi, K)\)-superprocesses to certain infinite Radon measure-valued processes by applying a simple transformation induced by a weight function \(\rho\) for the one-particle motion, with the result that he succeeds in including the above important examples in his general theory (Theorem 2) under weak conditions on the branching parameters. Moreover, regularity properties of newly constructed superprocesses are discussed, and the author proves that under the assumption that the one-particle motion is a Hunt process, those superprocesses possess càdlàg versions in certain space of tempered Radon measures with respect to the \(\rho\)-weak topology (Theorem 3). Following \textit{E. B. Dynkin} [Ann. Probab. 19, No. 3, 1157-1194 (1991; Zbl 0732.60092)] in its spirit, the leading idea for proof consists in an approximation of superprocesses by branching particle systems in the sense of weak convergence on Skorokhod space. The crucial point is to prove a lifting property of the quasi-continuous functions of the underlying Markov process \(\xi\) to quasi-continuous linear functions of the superprocess \(X\). Unfortunately, this framework fails to include the aforementioned examples because some restrictions are posed on the branching mechanism \(\psi\) in its approximation arguments.
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Hunt process
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superprocess
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\textit{h}-transform
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