A stochastic log-Laplace equation.

DOI10.1214/009117904000000540zbMATH Open1055.60042arXivmath/0410164OpenAlexW3100234094MaRDI QIDQ1889784FDOQ1889784

Authors: Jie Xiong 

Publication date: 10 December 2004

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: We study a nonlinear stochastic partial differential equation whose solution is the conditional log-Laplace functional of a superprocess in a random environment. We establish its existence and uniqueness by smoothing out the nonlinear term and making use of the particle system representation developed by Kurtz and Xiong [Stochastic Process. Appl. 83 (1999) 103-126]. We also derive the Wong-Zakai type approximation for this equation. As an application, we give a direct proof of the moment formulas of Skoulakis and Adler [Ann. Appl. Probab. 11 (2001) 488-543].

Full work available at URL: https://arxiv.org/abs/math/0410164

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zbMATH Keywords

random environmentstochastic partial differential equationinteracting particle systemWong-Zakai approximationsuperprocessparticle system representation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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Cited In (12)

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• Ergodic theory for a superprocess over a stochastic flow
• Some properties of superprocesses under a stochastic flow
• Superprocesses for the population of rabbits on grassland
• Conditional log-Laplace functional for a class of branching processes in random environments
• CONDITIONAL ENTRANCE LAWS FOR SUPERPROCESSES WITH DEPENDENT SPATIAL MOTION
• Super-Brownian motion as the unique strong solution to an SPDE
• Central limit theorems for a super-diffusion over a stochastic flow
• Conditional log-Laplace functionals of immigration superprocesses with dependent spatial mo\-tion
• Hölder continuity of the solutions to a class of SPDE's arising from branching particle systems in a random environment
• Stochastic partial differential equations for superprocesses in random environments
• Strong uniqueness for an SPDE via backward doubly stochastic differential equations

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