Jie Xiong
Published 2012-03-22, updated 2013-03-20Version 2
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 the Fleming-Viot process.
Comments: Published in at http://dx.doi.org/10.1214/12-AOP789 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Journal: Annals of Probability 2013, Vol. 41, No. 2, 1030-1054
Invariance of closed convex cones for stochastic partial differential equations
Bessel processes, the Brownian snake and super-Brownian motion
Exit densities of Super--Brownian motion as extreme X-harmonic functions
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