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arXiv · 1905.02132

Tanaka formula and local time for a class of interacting branching measure-valued diffusions

Donald A. Dawson·Jean Vaillancourt·Hao Wang
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Abstract

We construct superprocesses with dependent spatial motion (SDSMs) in Euclidean spaces $R^d$ with $d\ge1$ and show that,even when they start at some unbounded initial positive Radon measure such as Lebesgue measure on $R^d$, their local times exist when $d\le3$. A Tanaka formula of the local time is also derived.

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Donald A. Dawson, Jean Vaillancourt, Hao Wang. 2019-05-06. Tanaka formula and local time for a class of interacting branching measure-valued diffusions. https://arxiv.org/abs/1905.02132

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