A stochastic log-Laplace equation
Xiong, Jie
Ann. Probab., Tome 32 (2004) no. 1A, p. 2362-2388 / Harvested from Project Euclid
We study a nonlinear stochastic partial differential equation whose solution is the conditional log-Laplace functional of a superprocess in a random environment. We establish its existence and uniqueness by smoothing out the nonlinear term and making use of the particle system representation developed by Kurtz and Xiong [Stochastic Process. Appl. 83 (1999) 103–126]. We also derive the Wong–Zakai type approximation for this equation. As an application, we give a direct proof of the moment formulas of Skoulakis and Adler [Ann. Appl. Probab. 11 (2001) 488–543].
Publié le : 2004-07-14
Classification:  Superprocess,  random environment,  Wong–Zakai approximation,  particle system representation,  stochastic partial differential equation,  60G57,  60H15,  60J80
@article{1091813616,
     author = {Xiong, Jie},
     title = {A stochastic log-Laplace equation},
     journal = {Ann. Probab.},
     volume = {32},
     number = {1A},
     year = {2004},
     pages = { 2362-2388},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1091813616}
}
Xiong, Jie. A stochastic log-Laplace equation. Ann. Probab., Tome 32 (2004) no. 1A, pp.  2362-2388. http://gdmltest.u-ga.fr/item/1091813616/