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Generalized self-intersection local time for a superprocess over a stochastic flow
- 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)
- Subjects :
- Statistics and Probability
self-intersection
60J80
Stochastic flow
Probability (math.PR)
Spatial motion
Multiplicity (mathematics)
stochastic flow
Constructive
Article
local time
Mathematics::Probability
Local time
60J68
60H15
FOS: Mathematics
Superprocess
60G57
Applied mathematics
Statistics, Probability and Uncertainty
Mathematics - Probability
Mathematics
Subjects
Details
- ISSN :
- 00911798
- Volume :
- 40
- Database :
- OpenAIRE
- Journal :
- The Annals of Probability
- Accession number :
- edsair.doi.dedup.....c32b4ef03d40902d244223122d98407f