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GENERALIZED SELF INTERSECTION LOCAL TIME FOR A SUPERPROCESS OVER A STOCHASTIC FLOW.

Authors:
Aaron Heuser

Ann Probab 2012 Jul;40(4):1483-1534

Epidemiology and Biostatistics, Rehabilitation Medicine Department, National Institutes of Health.

This paper examines the existence of the self-intersection local time for a superprocess over a stochastic flow in dimensions ≤ 3, 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. Read More

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http://dx.doi.org/10.1214/11-AOP653DOI Listing
http://www.ncbi.nlm.nih.gov/pmc/articles/PMC3626172PMC
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