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

• Autores: Aaron Heuser
• Localización: Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 40, Nº. 4, 2012, págs. 1483-1534
• Idioma: inglés
• DOI: 10.1214/11-AOP653
• Texto completo no disponible (Saber más ...)
• Resumen

  • 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.