Generalized self-intersection local time for a superprocess over a stochastic flow

DOI10.1214/11-AOP653MaRDI QIDQ439876zbMATHOpenAlexWikidataFDO

Authors Aaron Heuser

Publication date 17 August 2012

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

Full work available at URL https://arxiv.org/abs/1102.2849

zbMATH Keywords

Brownian motionbranchingresolventmartingale problemtempered distributionstochastic flowrapidly decreasing function

Mathematics Subject Classification ID

Random measures (60G57) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Local time and additive functionals (60J55) Superprocesses (60J68)

Abstract: This paper examines the existence of the self-intersection local time for a superprocess over a stochastic flow in dimensions $dleq3$, which through constructive methods, results in a Tanaka-like representation. The superprocess over a stochastic flow is a superprocess with dependent spatial motion, and thus Dynkin's proof of existence, which requires multiplicity of the log-Laplace functional, no longer applies. Skoulakis and Adler's method of calculating moments is extended to higher moments, from which existence follows.

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Cited in

(5)

• Local time for stable discontinuous superprocesses in one dimension
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• scientific article; zbMATH DE number 2096696 (Why is no real title available?)
• Self-collisions of superprocesses: renormalization and limit theorems
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