Superprocesses over a stochastic flow
Skoulakis, Georgios ; Adler, Robert J.
Ann. Appl. Probab., Tome 11 (2001) no. 2, p. 488-543 / Harvested from Project Euclid
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.
Publié le : 2001-05-14
Classification:  Superprocesses,  random environment,  stochastic flows,  60G57,  60H15,  60J80,  62F05
@article{1015345302,
     author = {Skoulakis, Georgios and Adler, Robert J.},
     title = {Superprocesses over a stochastic flow},
     journal = {Ann. Appl. Probab.},
     volume = {11},
     number = {2},
     year = {2001},
     pages = { 488-543},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1015345302}
}
Skoulakis, Georgios; Adler, Robert J. Superprocesses over a stochastic flow. Ann. Appl. Probab., Tome 11 (2001) no. 2, pp.  488-543. http://gdmltest.u-ga.fr/item/1015345302/