Discontinuous superprocesses with dependent spatial motion

被引:2
作者
He, Hui [1 ]
机构
[1] Beijing Normal Univ, Sch Math Sci, Lab Math & Complex Syst, Beijing 100875, Peoples R China
基金
中国国家自然科学基金;
关键词
Measure-valued process; Superprocess; Dependent spatial motion; Interaction; Localization procedure; Duality; Martingale problem; Semi-martingale representation; Perturbation; Moment formula; VALUED BRANCHING DIFFUSIONS; REPRESENTATION; IMMIGRATION;
D O I
10.1016/j.spa.2008.02.002
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We construct a class of discontinuous superprocesses with dependent spatial motion and general branching mechanism. The process arises as the weak limit of critical interacting-branching particle systems where the spatial motions of the particles are not independent. The main work is to solve the martingale problem. When we turn to the uniqueness of the process, we generalize the localization method introduced by [Daniel W. Stroock, Diffusion processes associated with Levy generators, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 32 (1975) 209-244] to the measure-valued context. As for existence, we use particle system approximation and a perturbation method. This work generalizes the model introduced in [Donald A. Dawson, Zenghu Li, Hao Wang, Superprocesses with dependent spatial motion and general branching densities. Electron. J. Probab. 6 (25) (2001) 33 pp (electronic)] where a quadratic branching mechanism was considered. We also investigate some properties of the process. (C) 2008 Elsevier B.V. All rights reserved.
引用
收藏
页码:130 / 166
页数:37
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