Publicado

2007-07-01

Tiempo local del superbrowniano en medios aleatorios

Local time of superbrownian motion in random environments

Palabras clave:

Tiempo local, Superprocesos, Procesos de medida-valor, 2000 Mathematics Subject Classification. 60G57, 60J55 (es)
Local time, Superprocesses, Measure-valued processes (en)

Descargas

Autores/as

  • José Villa Universidad Autónoma de Aguascalientes, Aguascalientes, México

Se demuestra que el tiempo local del superbrowniano en medios aleatorios, con espacio de estados las medidas finitas en los borelianos de Rd, existe cuando d ≤ 3.

Citas

Adler, R. J., and Lewin, M. Local time and Tanaka formulae for superbrownian motion and super stable processes. Stock. Proc. Appl. 41 (1992), 45-67.

Dawson, D. A. Measure-valued. Markov processes, vol. 1541 of Lecture Notes in Mathematics. Springer, 1991.

Dynkin, E. B. Representation for functionals of superprocesses by multiple stochastic integrals, with applications to self-intersection local times. Astérisque 157-158 (1988), 147-171.

Iscoe, I. Ergodic theory and local occupation time for measure-valued critical branching brownian motion. Stochastics 18 (1986), 197-243.

Kwon, Y., Cho, N., and Kang, H. J. Stochastic partial differencial equations for superprocesses in random environments. Stoch. Analysis and Appl. 20, 1 (2002), 145-163.

Levy, P. Processus Stochastiques et Mouvement Brownien. Gauthier-Villars, Paris, 1948.

López-Mimbela, J. A., and Villa, J. Super-brownian local time: A representation and two applications. Journal of Mathematical Sciences 121, 5 (2004), 2653-2663.

Mytnik, L. Superprocesses in random environments. Ann. Probab. 24, 4 (1996), 1953-1978.

Reed, M., and Sim on, B. Methods of modem mathematical physics, I: Functional Analysis. Academic Press, New York, 1980.

Xiang, K. On Tanaka formulae for (α , d, β)-superprocesses. Science in China Ser. A Mathematics 48, 9 (2005), 1194-1208.