A Class of Affine Processes Arising as Fluctuation Limits of Super-Brownian Motion in a Super-Brownian Catalytic Medium

DOI10.1080/07362994.2012.727137zbMath1280.60047OpenAlexW1997288723MaRDI QIDQ3145064

Juan-Manuel Perez-Abarca, Donald A. Dawson

Publication date: 13 December 2012

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2012.727137

zbMATH Keywords

Sobolev spacesstochastic partial differential equationsfluctuation limitscontinuity and regularity of stochastic processes

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Superprocesses (60J68)

Cites Work

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• Skew convolution semigroups and affine Markov processes
• Weak convergence of sequences of semimartingales with applications to multitype branching processes
• A maximal inequality for stochastic convolution integrals on hilbert spaces and space-time regularity of linear stochastic partial differential equations

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