Superprocesses of stochastic flows
Ma, Zhi-Ming ; Xiang, Kai-Nan
Ann. Probab., Tome 29 (2001) no. 1, p. 317-343 / Harvested from Project Euclid
We construct a continuous superprocess X on M (R d) which is the unique weak Feller extension of the empirical process of consistent k-point motions generated by a family of differential operators. The process X differs from known Dawson–Watanabe type, Fleming–Viot type and Ornstein–Uhlenbeck type superprocesses. This new type of superprocess provides a connection between stochastic flows and measure-valued processes, and determines a stochastic coalescence which is similar to those of Smoluchowski. Moreover, the support of X describes how an initial measure on R d is transported under the flow. As an example, the process realizes a viewpoint of Darling about the isotropic stochastic flows under certain conditions.
Publié le : 2001-02-14
Classification:  Stochastic flow,  measure-valued process,  stochastic coalescence,  60H15,  60G57,  60J25
@article{1008956332,
     author = {Ma, Zhi-Ming and Xiang, Kai-Nan},
     title = {Superprocesses of stochastic flows},
     journal = {Ann. Probab.},
     volume = {29},
     number = {1},
     year = {2001},
     pages = { 317-343},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1008956332}
}
Ma, Zhi-Ming; Xiang, Kai-Nan. Superprocesses of stochastic flows. Ann. Probab., Tome 29 (2001) no. 1, pp.  317-343. http://gdmltest.u-ga.fr/item/1008956332/