A stochastic log-Laplace equation.
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Publication:1889784
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].
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Cited in
(12)- Central limit theorems for a super-diffusion over a stochastic flow
- Ergodic theory for a superprocess over a stochastic flow
- Super-Brownian motion as the unique strong solution to an SPDE
- Superprocesses for the population of rabbits on grassland
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