Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10527244 | Stochastic Processes and their Applications | 2014 | 17 Pages |
Abstract
Let â be Lebesgue measure and X=(Xt,tâ¥0;Pμ) be a supercritical, super-stable process corresponding to the operator â(âÎ)α/2u+βuâηu2 on Rd with constants β,η>0 and αâ(0,2]. Put WËt(θ)=e(|θ|αâβ)tXt(eâiθâ
), which for each smallθ is an a.s. convergent complex-valued martingale with limit WË(θ) say. We establish for any starting finite measure μ satisfying â«Rd|x|μ(dx)<â that td/αXteβtâcαWË(0)âPμ-a.s. in a topology, termed the shallow topology, strictly stronger than the vague topology yet weaker than the weak topology, where cα>0 is a known constant. This result can be thought of as an extension to a class of superprocesses of Watanabe's strong law of large numbers for branching Markov processes.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Michael A. Kouritzin, Yan-Xia Ren,