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	Superprocesses of stochastic flows
	Ma, ZM ; Xiang, KN
	2001
关键词	stochastic flow measure-valued process stochastic coalescence BROWNIAN MOTIONS SPACE
英文摘要	We construct a continuous superprocess X on M(Rd) which is the unique weak Feller extension of the empirical process of consistent k-point motions generated by a family of differential operators. The process X differs from known Dawson-Watanabe type, Fleming-Viot type and Ornstein-Uhlenbeck type superprocesses. This new type of superprocess provides a connection between stochastic flows and measure-valued processes, and determines a stochastic coalescence which is similar to those of Smoluchowski. Moreover, the support of X describes how an initial measure on Rd is transported under the flow. As an example, the process realizes a viewpoint of Darling about the isotropic stochastic flows under certain conditions.; Statistics & Probability; SCI(E); 13; ARTICLE; 1; 317-343; 29
语种	英语
出处	SCI
出版者	annals of probability
内容类型	其他
源URL	[http://hdl.handle.net/20.500.11897/389027]
专题	数学科学学院
推荐引用方式 GB/T 7714	Ma, ZM,Xiang, KN. Superprocesses of stochastic flows. 2001-01-01.

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