Random creation and dispersion of mass

DOI10.1016/0047-259X(86)90073-4MaRDI QIDQ1081961zbMATH OpenFDO

Authors Aubrey Wulfsohn

Publication date 1986

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259X(86)90073-4

zbMATH Keywords

branching diffusionsmeasure-valued stochastic processTrotter's product formula

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Random measures (60G57) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Review text

Evolution of mass, situated in a compact region of Euclidean space, with random creation-annihilation and dispersion is studied. It is represented by a measure-valued stochastic process, evolving according to a stochastic partial differential equation. These equations were studied by \textit{D. A. Dawson} [ibid. 5, 1-52 (1975; Zbl 0299.60050)]. The main object of the present paper is the existence of solutions. It is derived by treating first the dispersion free case and then including dispersion by using Trotter's product formula. It is also shown that non- deterministic solutions are smeared continuous-state branching diffusions.

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Cited in

(2)

• Measure convolution semigroups and noninfinitely divisible probability distributions
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