Super-Brownian motion as the unique strong solution to an SPDE

Details Super-Brownian motion as the unique strong solution to an SPDE Super-Brownian motion as the unique strong solution to an SPDE

2012-03-22

arxiv.org/abs/1203.4873v1

Mathematics

Probability

Scientific paper

A stochastic partial differential equation (SPDE) is derived for
super-Brownian motion regarded as a distribution function valued process. The
strong uniqueness for the solution to this SPDE is obtained by an extended
Yamada-Watanabe argument. Similar results are also proved for Fleming-Viot
process.

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