Joint Hölder continuity of local time for a class of interacting branching measure-valued diffusions

D.A. Dawson, J. Vaillancourt and H. Wang

Stochastic Processes and their Applications, 2021, vol. 138, issue C, 212-233

Abstract: Using a Tanaka representation of the local time for a class of superprocesses with dependent spatial motion, as well as sharp estimates from the theory of uniformly parabolic partial differential equations, the joint Hölder continuity in time and space of said local times is obtained in two and three dimensional Euclidean space.

Keywords: Measure-valued diffusions; Stochastic partial differential equations; Superprocesses; Joint Hölder continuity; Local time; Tanaka formula (search for similar items in EconPapers)
Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304414921000703
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:138:y:2021:i:c:p:212-233

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spa.2021.04.015

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().