Super-Brownian motion as the unique strong solution to an SPDE
Probability
2013-03-21 v2
Abstract
A stochastic partial differential equation (SPDE) is derived for super-Brownian motion regarded as a distribution function valued process. The strong uniqueness for the solution to this SPDE is obtained by an extended Yamada-Watanabe argument. Similar results are also proved for the Fleming-Viot process.
Cite
@article{arxiv.1203.4873,
title = {Super-Brownian motion as the unique strong solution to an SPDE},
author = {Jie Xiong},
journal= {arXiv preprint arXiv:1203.4873},
year = {2013}
}
Comments
Published in at http://dx.doi.org/10.1214/12-AOP789 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)