Path processes and historical superprocesses

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A superprocess X over a Markov process \(\xi\) can be obtained by a passage to the limit from a branching particle system for which \(\xi\) describes the motion of individual particles. The historical process \({\hat \xi}\) for \(\xi\) is the process whose state at time t is the path of \(\xi\) over time interval [0,t]. The superprocess \(\hat X\) over \({\hat \xi}\)- called the historical superprocess over \(\xi\)- reflects not only the particle distribution at any fixed time but also the structure of family trees. The principal property of a historical process \({\hat \xi}\) is that \({\hat \xi}{}_ s\) is a function of \({\hat \xi}{}_ t\) for all \(s<t\). Every process with this property is called a path process. We develop a theory of superprocesses over path processes whose core is the integration with respect to measure-functionals. By applying this theory to historical superprocesses we construct the first hitting distributions and prove a special Markov property for superprocesses.




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