Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1156172 | Stochastic Processes and their Applications | 2009 | 23 Pages |
Abstract
We construct a class of interactive measure-valued diffusions driven by a historical super-Brownian motion and an independent white noise by solving a certain stochastic equation. In doing so, we show that the approach of Perkins (2002) [3] can be used to study the problem examined by Dawson et al. (2001) [1]. This unifies and extends both Dawson et al. (2001) [1] and Perkins (2002) [3] and establishes a new class of measure-valued diffusions. The existence and pathwise uniqueness of the solutions are proved, and the solutions are shown to satisfy the natural martingale problem.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Hardeep S. Gill,