Jie Xiong
We study a nonlinear stochastic partial differential equation whose solution is the conditional log-Laplace functional of a superprocess in a random environment. We establish its existence and uniqueness by smoothing out the nonlinear term and making use of the particle system representation developed by Kurtz and Xiong [Stochastic Process. Appl. 83 (1999) 103–126]. We also derive the Wong–Zakai type approximation for this equation. As an application, we give a direct proof of the moment formulas of Skoulakis and Adler [Ann. Appl. Probab. 11 (2001) 488–543].
© 2008-2024 Fundación Dialnet · Todos los derechos reservados