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arXiv · 1203.4873

Super-Brownian motion as the unique strong solution to an SPDE

Jie Xiong
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Abstract

A stochastic partial differential equation (SPDE) is derived for super-Brownian motion regarded as a distribution function valued process. The strong uniqueness for the solution to this SPDE is obtained by an extended Yamada-Watanabe argument. Similar results are also proved for the Fleming-Viot process.

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Jie Xiong. 2012-03-22. Super-Brownian motion as the unique strong solution to an SPDE. https://doi.org/10.1214/12-aop789

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