Generalized self-intersection local time for a superprocess over a stochastic flow
Aaron Heuser
Source: Ann. Probab. Volume 40, Number 4
(2012), 1483-1534.
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.
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Permanent link to this document: http://projecteuclid.org/euclid.aop/1341401142
Digital Object Identifier: doi:10.1214/11-AOP653
Zentralblatt MATH identifier: 06067449
Mathematical Reviews number (MathSciNet): MR2978131
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