Bulletin of the Korean Mathematical Society (대한수학회보)

Korean Mathematical Society (대한수학회)
권호 표지

STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS FOR CATALYTIC SUPER-BROWNIAN MOTIONS

  • Published : 2000.08.01
Download PDF
⟨ Previous Next ⟩

Abstract

We study a class of catalytic super Brownian motion X in 1-dimension. We show under some conditions of catalyst, the process X is absolutely continuous and we get a stochastic partial differential equation for X.

Keywords

References

  1. Stochastic Processes and Their Applications v.59 Weak convergence of stochastic integrals driven by martingale measures Cho N.
  2. Lecture Notes in Mathematics v.1541 Measure-valued Markov processes Dawson D.
  3. Stochastics and Stochastics Report v.58 Catalytic super Brownian motion Delmas J.
  4. Stochastic Processes and their Applications v.49 A super Brownian motion with a single point catalyst Dawson D.;Fleischmann
  5. Probability Theory and Related Fields v.79 Stochastic partial differential equations for some measure-valued diffusions Konno N.;Shiga T.