The Annals of Applied Probability

Superprocesses over a stochastic flow

Robert J. Adler and Georgios Skoulakis

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Abstract

We study a specific particle system in which particles undergo random branchingand spatial motion. Such systems are best described, mathematically, via measure valued stochastic processes. As is now quite standard, we study the so-called superprocess limit of such a system as both the number of particles in the system and the branchingrate tend to infinity. What differentiates our system from the classical superprocess case, in which the particles move independently of each other, is that the motions of our particles are affected by the presence of a global stochastic flow. We establish weak convergence to the solution of a well-posed martingale problem. Usingthe particle picture formulation of the flow superprocess, we study some of its properties. We give formulas for its first two moments and consider two macroscopic quantities describing its average behavior, properties that have been studied in some detail previously in the pure flow situation, where branching was absent. Explicit formulas for these quantities are given and graphs are presented for a specific example of a linear flow of Ornstein–Uhlenbeck type.

Article information

Source
Ann. Appl. Probab., Volume 11, Number 2 (2001), 488-543.

Dates
First available in Project Euclid: 5 March 2002

Permanent link to this document
https://projecteuclid.org/euclid.aoap/1015345302

Digital Object Identifier
doi:10.1214/aoap/1015345302

Mathematical Reviews number (MathSciNet)
MR1843056

Zentralblatt MATH identifier
1018.60052

Subjects
Primary: 60G57: Random measures 60H15: Stochastic partial differential equations [See also 35R60]
Secondary: 60J80: Branching processes (Galton-Watson, birth-and-death, etc.) 62F05: Asymptotic properties of tests

Keywords
Superprocesses random environment stochastic flows

Citation

Skoulakis, Georgios; Adler, Robert J. Superprocesses over a stochastic flow. Ann. Appl. Probab. 11 (2001), no. 2, 488--543. doi:10.1214/aoap/1015345302. https://projecteuclid.org/euclid.aoap/1015345302


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The Annals of Applied Probability

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