Tanaka formula and local time for a class of interacting branching measure-valued diffusions

Donald A. Dawson, Jean Vaillancourt, Hao Wang

Published 2019-05-06Version 1

We construct superprocesses with dependent spatial motion (SDSMs) in Euclidean spaces and show that, even when they start at some unbounded initial positive Radon measure such as Lebesgue measure on $\R^d$, their local times exist when $d\le3$. A Tanaka formula is also derived.