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Generalized self-intersection local time for a superprocess over a stochastic flow

Authors :
Aaron Heuser
Source :
Ann. Probab. 40, no. 4 (2012), 1483-1534
Publication Year :
2012
Publisher :
Institute of Mathematical Statistics, 2012.

Abstract

This paper examines the existence of the self-intersection local time for a superprocess over a stochastic flow in dimensions $d\leq3$, 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.<br />Comment: Published in at http://dx.doi.org/10.1214/11-AOP653 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)

Details

ISSN :
00911798
Volume :
40
Database :
OpenAIRE
Journal :
The Annals of Probability
Accession number :
edsair.doi.dedup.....c32b4ef03d40902d244223122d98407f