SUPER-BROWNIAN MOTION AS THE UNIQUE STRONG SOLUTION TO AN SPDE

• 成果类型: Article
• 署名作者: Xiong, Jie
• 署名单位: University of Tennessee System; University of Tennessee Knoxville; University of Macau
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/12-AOP789
• 发表日期: 2013
• 页码: 1030-1054
• 关键词: partial-differential equations; fleming-viot process; large deviations; stochastic-equations; NEUTRAL MUTATION

摘要

A stochastic partial differential equation (SPDE) is derived for super-Brownian motion regarded as a distribution function valued process. The strong uniqueness for the solution to this SPDE is obtained by an extended Yamada-Watanabe argument. Similar results are also proved for the Fleming-Viot process.