Super-Brownian motion as the unique strong solution to an SPDE

• Autores: Jie Xiong
• Localización: Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 41, Nº. 2, 2013, págs. 1030-1054
• Idioma: inglés
• DOI: 10.1214/12-AOP789
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• Resumen

  • 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.