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arXiv · 1102.2849

Generalized self-intersection local time for a superprocess over a stochastic flow

Abstract

This paper examines the existence of the self-intersection local time for a superprocess over a stochastic flow in dimensions $d\leq3$, which through constructive methods, results in a Tanaka-like representation. The superprocess over a stochastic flow is a superprocess with dependent spatial motion, and thus Dynkin's proof of existence, which requires multiplicity of the log-Laplace functional, no longer applies. Skoulakis and Adler's method of calculating moments is extended to higher moments, from which existence follows.

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Aaron Heuser. 2011-02-14. Generalized self-intersection local time for a superprocess over a stochastic flow. https://doi.org/10.1214/11-aop653

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