Superprocesses over a stochastic flow with spatially dependent branching
Congzao Dong
TL;DR
This paper establishes the existence and uniqueness of superprocesses in a random medium with spatially dependent branching, using duality relations to derive moment formulas.
Contribution
It introduces a novel approach to superprocesses with spatially dependent branching in random media, leveraging duality for analysis.
Findings
Existence of superprocesses in a spatially dependent random medium.
Uniqueness of the martingale problem for these superprocesses.
Derivation of moment formulas using duality relations.
Abstract
We show the existence of superprocesses in a random medium with location dependent branching. Technically, we make use of a duality relation to establish the uniqueness of the martingale problem and to obtain the moment formulas.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStochastic processes and statistical mechanics · Stochastic processes and financial applications · Markov Chains and Monte Carlo Methods