On changes of measure for super Brownian motion (Q5939314)

Let \((\eta_t)\) be a canonical process on \(\Omega=D ([0,T],M)\), where \(M=M_F(\mathbb{R}^d)\) is the space of finite measures on \(\mathbb{R}^d\). For \(m\in M\) let \(P_{m,T}\) be the probability measure on \(\Omega\) such that \(\eta\) is Markovian with \[ \mathbb{E}_{m,T}\exp \bigl[-\langle f,\eta_t\rangle \bigr]=\exp \bigl[-\langle u_t,m\rangle \bigr], \] \((u_t)\) being the unique solution of \[ \partial u_t/ \partial t=\Delta u_t-u_t^2, \quad u_0=f. \] Consider the family of transformed measures \[ Q_{m,T} (n,\varepsilon, \lambda;d\omega)= \bigl(F(n, \lambda, J_{\varepsilon,T})/\mathbb{E} F(n,\lambda, J_{\varepsilon,T}) \bigr)P_{m,T} (d \omega),\;n\geq 1, \] where \[ F(n,\lambda, J_{\varepsilon,T}) =\sum_{0\leq j\leq n} (\lambda J_{\varepsilon,T})^j/j! \] with \[ J_{\varepsilon,T}= \int_{[0,T]}dt \int_{[0,T]} ds{\mathbf 1}_{|t-s|> \varepsilon}\bigl\langle \delta(x-y),\eta_s (dx)\eta_t (y)\bigr\rangle \] an approximate self-intersection local time for \(( \eta_t)\), well-defined for \(\varepsilon>0\) and \(d\leq 7\). This family is shown to be tight, its limits defining interacting polymere measures. A representation of the expectation of \(\eta_t (\mathbb{R}^d)\) with respect to \(Q_{m,T} (n,\varepsilon,\lambda; \cdot)\) for \(\varepsilon\to 0\) is obtained, and its implications for the interaction creating effects of the measure transformation are discussed.