Some properties of superprocesses under a stochastic flow

DOI10.1214/08-AIHP171MaRDI QIDQ838324zbMATH OpenOpenAlexFDO

Authors Kijung Lee, Jie Xiong, Carl Mueller

Publication date 24 August 2009

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0606761, https://eudml.org/doc/78030

zbMATH Keywords

random environmentstochastic partial differential equationsuperprocesssnake 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)

Abstract: For a superprocess under a stochastic flow, we prove that it has a density with respect to the Lebesgue measure for d=1 and is singular for d>1. For d=1, a stochastic partial differential equation is derived for the density. The regularity of the solution is then proved by using Krylov's L_p-theory for linear SPDE. A snake representation for this superprocess is established. As applications of this representation, we prove the compact support property for general d and singularity of the process when d>1.

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Cited in

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• Constructing the super-Brownian process by using SPDEs and Skorokhod's method
• Fractional SPDEs driven by spatially correlated noise: existence of the solution and smoothness of its density
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