GENERALIZED SELF-INTERSECTION LOCAL TIME FOR A SUPERPROCESS OVER A STOCHASTIC FLOW

• 成果类型: Article
• 署名作者: Heuser, Aaron
• 署名单位: National Institutes of Health (NIH) - USA
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/11-AOP653
• 发表日期: 2012
• 页码: 1483-1534
• 关键词: partial-differential-equations

摘要

This paper examines the existence of the self-intersection local time for a superprocess over a stochastic flow in dimensions d <= 3, which through constructive methods, results in a Tanaka-like representation. The superprocess over a stochastic flow is a superprocess with dependent spatial motion, and thus Dynkin's proof of existence, which requires multiplicity of the log-Laplace functional, no longer applies. Skoulakis and Adler's method of calculating moments is extended to higher moments, from which existence follows.