Three classes of infinite-dimensional diffusions

DOI10.1016/0022-1236(89)90065-7MaRDI QIDQ1824937zbMATH OpenOpenAlexFDO

Authors E. B. Dynkin

Publication date 1989

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

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1016/0022-1236(89)90065-7

zbMATH Keywords

classification of entrance lawsentrance law behavior for infinite-dimensional diffusionssuperprocess

Mathematics Subject Classification ID

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

Review text

The main theme of this paper is the study of entrance law behavior for infinite-dimensional diffusions. In particular, three classes of infinite-dimensional diffusions are investigated, namely, the Ornstein- Uhlenbeck, Dawson-Watanabe (DW) and Fleming-Viot superprocesses. The basic notions of entrance laws and equilibrium measures are developed and a classification of entrance laws is obtained. Since each of these three classes of infinite-dimensional diffusions is in turn built from a finite-dimensional diffusion the relation between the entrance laws at these two levels is studied in depth. In addition for the DW class the relation between infinite entrance laws and probability entrance laws is established.

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Cited in

(21)

• Cores for parabolic operators with unbounded coefficients
• Measure-valued flows given consistent exchangeable families
• Construction and regularity of measure-valued Markov branching processes
• Invariant measures of critical spatial branching processes in high dimensions
• Spectral properties for a class of continuous state branching processes with immigration.
• Superprocesses of stochastic flows
• Invariant probability distributions for measure-valued diffusions.
• Markov snakes and superprocesses
• Immigration structures associated with Dawson-Watanabe superprocesses
• Potential-theoretical methods in the construction of measure-valued Markov branching processes
• Compactness and invariance properties of evolution operators associated with Kolmogorov operators with unbounded coefficients
• On strong Markov property for Fleming-Viot processes
• Asymptotic Behaviour of Measure-Valued Critical Branching Processes
• Regular Transition Functions and Regular Superprocesses
• Absolutely continuous measure for a jump-type Fleming-Viot process
• Almost sure convergence of measure-valued branching processes: a critical exponent
• Ergodicities and Exponential Ergodicities of Dawson--Watanabe Type Processes
• The structure of entrance laws for time-inhomogeneous Ornstein-Uhlenbeck processes with Lévy noise in Hilbert spaces
• On the differential equation satisfied by the random measure density of a jump-type Fleming–Viot process
• Some conditional properties of superprocesses in random environments
• \(L^p\)-regularity for parabolic operators with unbounded time-dependent coefficients

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