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