Superprocesses of stochastic flows
文献类型：期刊论文
| 作者 | Ma, ZM ; Xiang, KN
|
| 刊名 | ANNALS OF PROBABILITY
 |
| 出版日期 | 2001 |
| 卷号 | 29期号:1页码:317-343 |
| ISSN号 | 0091-1798 |
| 关键词 | stochastic flow measure-valued process stochastic coalescence |
| 英文摘要 | 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. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| 出版者 | INST MATHEMATICAL STATISTICS |
| WOS记录号 | WOS:000168760900012 |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/15931]  |
| 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
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