Continuous local time of a purely atomic immigration superprocess with dependent spatial motion

Details Continuous local time of a purely atomic immigration superprocess with dependent spatial motion Continuous local time of a purely atomic immigration superprocess with dependent spatial motion

2008-02-07

arxiv.org/abs/0802.0926v1

Stochastic Analysis and Applications 25 (2007), 6: 1273-1296

Mathematics

Probability

Scientific paper

A purely atomic immigration superprocess with dependent spatial motion in the space of tempered measures is constructed as the unique strong solution of a stochastic integral equation driven by Poisson processes based on the excursion law of a Feller branching diffusion, which generalizes the work of Dawson and Li (2003). As an application of the stochastic equation, it is proved that the superprocess possesses a local time which is Holder continuous of order $\alpha$ for every $\alpha< 1/2$. We establish two scaling limit theorems for the immigration superprocess, from which we derive scaling limits for the corresponding local time.

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