Continuous local time of a purely atomic immigration superprocess with dependent spatial motion
Probability
2008-02-08 v1 Statistics Theory
Statistics Theory
Abstract
A purely atomic immigration superprocess with dependent spatial motion in the space of tempered measures is constructed as the unique strong solution of a stochastic integral equation driven by Poisson processes based on the excursion law of a Feller branching diffusion, which generalizes the work of Dawson and Li (2003). As an application of the stochastic equation, it is proved that the superprocess possesses a local time which is Holder continuous of order for every . We establish two scaling limit theorems for the immigration superprocess, from which we derive scaling limits for the corresponding local time.
Cite
@article{arxiv.0802.0926,
title = {Continuous local time of a purely atomic immigration superprocess with dependent spatial motion},
author = {Zenghu Li and Jie Xiong},
journal= {arXiv preprint arXiv:0802.0926},
year = {2008}
}