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July 2012 Generalized self-intersection local time for a superprocess over a stochastic flow
Aaron Heuser
Ann. Probab. 40(4): 1483-1534 (July 2012). DOI: 10.1214/11-AOP653

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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Aaron Heuser. "Generalized self-intersection local time for a superprocess over a stochastic flow." Ann. Probab. 40 (4) 1483 - 1534, July 2012. https://doi.org/10.1214/11-AOP653

Information

Published: July 2012
First available in Project Euclid: 4 July 2012

zbMATH: 1278.60126
MathSciNet: MR2978131
Digital Object Identifier: 10.1214/11-AOP653

Subjects:
Primary: 60G57, 60J68
Secondary: 60H15, 60J80

Rights: Copyright © 2012 Institute of Mathematical Statistics

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Vol.40 • No. 4 • July 2012
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