Title of article :
Superprocesses with spatial interactions in a random medium
Author/Authors :
Gill، نويسنده , , Hardeep S. Gill ، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2009
Abstract :
We construct a class of interactive measure-valued diffusions driven by a historical super-Brownian motion and an independent white noise by solving a certain stochastic equation. In doing so, we show that the approach of Perkins (2002) [3] can be used to study the problem examined by Dawson et al. (2001) [1]. This unifies and extends both Dawson et al. (2001) [1] and Perkins (2002) [3] and establishes a new class of measure-valued diffusions. The existence and pathwise uniqueness of the solutions are proved, and the solutions are shown to satisfy the natural martingale problem.
Keywords :
Stochastic processes , Martingale problem , Historical super-Brownian motion , Interactive measure-valued diffusions , Dawson–Watanabe superprocesses
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications