On Changes of Measure for Super Brownian Motion

被引:0
|
作者
Robert J. Adler
Srikanth K. Iyer
机构
[1] Technion,Faculty of Industrial Engineering and Management
[2] Indian Institute of Technology,Department of Mathematics
来源
Journal of Theoretical Probability | 2001年 / 14卷
关键词
superprocess; change of measure; interactions; intersection local time;
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摘要
Let η be a superprocess under the measure P. We show the existence of probability measures which are absolutely continuous with respect to P, and whose Randon–Nikodym derivatives are suitably normalized functions of the self intersection local time of η. These measures correspond to measure valued processes exhibiting a certain amount of (reinforcing) self interaction in terms of both the particle motion and the branching mechanism.
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页码:527 / 557
页数:30
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