{
  "id": "1203.4873",
  "version": "v2",
  "published": "2012-03-22T02:56:42.000Z",
  "updated": "2013-03-20T06:33:40.000Z",
  "title": "Super-Brownian motion as the unique strong solution to an SPDE",
  "authors": [
    "Jie Xiong"
  ],
  "comment": "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",
  "doi": "10.1214/12-AOP789",
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2013-03-20T06:33:40.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "unique strong solution",
      "super-brownian motion",
      "stochastic partial differential equation",
      "distribution function valued process",
      "extended yamada-watanabe argument"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2012arXiv1203.4873X"
    }
  }
}