On mean-field super-Brownian motions

DOI10.1214/22-AAP1909zbMATH Open1530.60075arXiv2111.11233OpenAlexW4388289965MaRDI QIDQ6187480FDOQ6187480

Authors: Yaozhong Hu, Michael A. Kouritzin, Panqiu Xia, Jiayu Zheng 

Publication date: 15 January 2024

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

Abstract: The mean-field stochastic partial differential equation (SPDE) corresponding to a mean-field super-Brownian motion (sBm) is obtained and studied. In this mean-field sBm, the branching-particle lifetime is allowed to depend upon the probability distribution of the sBm itself, producing an SPDE whose space-time white noise coefficient has, in addition to the typical sBm square root, an extra factor that is a function of the probability law of the density of the mean-field sBm. This novel mean-field SPDE is thus motivated by population models where things like overcrowding and isolation can affect growth. A two step approximation method is employed to show existence for this SPDE under general conditions. Then, mild moment conditions are imposed to get uniqueness. Finally, smoothness of the SPDE solution is established under a further simplifying condition.

Full work available at URL: https://arxiv.org/abs/2111.11233

Recommendations

• Super-Brownian motion as the unique strong solution to an SPDE
• scientific article; zbMATH DE number 1533427
• On SPDE's and superdiffusions
• Pathwise nonuniqueness for the SPDEs of some super-Brownian motions with immigration
• A distribution-function-valued SPDE and its applications

zbMATH Keywords

moment conditionssuper-Brownian motionmoment formulabranching particle systemsmean-field stochastic partial differential equationmoment differentiability

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Superprocesses (60J68)

Cites Work

• Random graphs and complex networks. Volume 1
• Exploring complex networks
• Mean field games
• Title not available (Why is that?)
• Title not available (Why is that?)
• A maximum principle for SDEs of mean-field type
• A generalized Gronwall inequality and its application to a fractional differential equation
• Title not available (Why is that?)
• Super-Brownian motion as the unique strong solution to an SPDE
• Mean-field stochastic differential equations and associated PDEs
• Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency
• Well-posedness of the martingale problem for superprocess with interaction
• Equivalence of Stochastic Equations and Martingale Problems
• Title not available (Why is that?)
• Mean-field backward stochastic differential equations: A limit approach
• Stochastic partial differential equations for some measure-valued diffusions
• Stochastic analysis of biochemical systems
• A new model for evolution in a spatial continuum
• Title not available (Why is that?)
• Three classes of nonlinear stochastic partial differential equations
• Stochastic heat equation with rough dependence in space
• Weak uniqueness for the heat equation with noise
• The carrying dimension of a stochastic measure diffusion
• A class of measure-valued branching diffusions in a random medium
• Uniqueness/nonuniqueness for nonnegative solutions of second-order parabolic equations of the form \(u_{t}=Lu+Vu-\gamma u^{p}\) in \(\mathbb R^{n}\).
• Rescaling limits of the spatial Lambda-Fleming-Viot process with selection
• State classification for a class of measure-valued branching diffusions in a Brownian medium
• On the martingale problem for interactive measure-valued branching diffusions
• Stochastic McKean-Vlasov equations
• Density-dependent limits for a nonlinear reaction-diffusion model
• Stochastic partial differential equations for a class of interacting measure-valued diffusions
• Foundations of chemical reaction network theory
• Title not available (Why is that?)
• Forward and backward mean-field stochastic partial differential equation and optimal control
• Scaling limits of spatial compartment models for chemical reaction networks
• A multiparameter Garsia-Rodemich-Rumsey inequality and some applications
• Stochastic control for mean-field stochastic partial differential equations with jumps
• Nonlinear superprocesses
• A simple proof of Stirling's formula for the gamma function

Cited In (1)

• Moment asymptotics for super-Brownian motions

This page was built for publication: On mean-field super-Brownian motions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6187480)