Superprocesses of stochastic flows

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	Superprocesses of stochastic flows
	Ma, ZM; Xiang, KN
	2001
发表期刊	ANNALS OF PROBABILITY
ISSN	0091-1798
卷号	29 期号:1 页码:317-343
摘要	We construct a continuous superprocess X on M(Rd) which is the unique weak Feller extension of the empirical process of consistent k-point motions generated by a family of differential operators. The process X differs from known Dawson-Watanabe type, Fleming-Viot type and Ornstein-Uhlenbeck type superprocesses. This new type of superprocess provides a connection between stochastic flows and measure-valued processes, and determines a stochastic coalescence which is similar to those of Smoluchowski. Moreover, the support of X describes how an initial measure on Rd is transported under the flow. As an example, the process realizes a viewpoint of Darling about the isotropic stochastic flows under certain conditions.
关键词	stochastic flow measure-valued process stochastic coalescence
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000168760900012
出版者	INST MATHEMATICAL STATISTICS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/15932
专题	应用数学研究所
通讯作者	Ma, ZM
作者单位	1.Acad Sinica, Inst Appl Math, Acad Math & Syst Sci, Beijing 100080, Peoples R China 2.Peking Univ, Dept Probabil & Stat, Beijing 100871, Peoples R China 3.Univ Lisbon, P-1699 Lisbon, Portugal
推荐引用方式 GB/T 7714	Ma, ZM,Xiang, KN. Superprocesses of stochastic flows[J]. ANNALS OF PROBABILITY,2001,29(1):317-343.
APA	Ma, ZM,&Xiang, KN.(2001).Superprocesses of stochastic flows.ANNALS OF PROBABILITY,29(1),317-343.
MLA	Ma, ZM,et al."Superprocesses of stochastic flows".ANNALS OF PROBABILITY 29.1(2001):317-343.