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Some properties of superprocesses under a stochastic flow

Kijung LeeCarl MuellerJie Xiong — 2009

Annales de l'I.H.P. Probabilités et statistiques

For a superprocess under a stochastic flow in one dimension, we prove that it has a density with respect to the Lebesgue measure. A stochastic partial differential equation is derived for the density. The regularity of the solution is then proved by using Krylov’s -theory for linear SPDE.

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