Tanaka Formulae for (α, d, β)-Superprocesses

L. Mytnik () and K.-N. Xiang ()
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L. Mytnik: Faculty of Industrial Engineering and Management
K.-N. Xiang: Hunan Normal University

Journal of Theoretical Probability, 2004, vol. 17, issue 2, 483-502

Abstract: Abstract We establish Tanaka like formulae for the local time of (α, d, β)-superprocess in the dimensions where the local time exists. The result generalizes the result of Adler, Lewin who proved existence of Tanaka formulae for a class of super-processes with finite variance. The fact that we abandon the finite variance assumption, requires using an L 1+θ convergence argument (with 0

Keywords: Local time; Tanaka formula; (α; d; β)-superprocess (search for similar items in EconPapers)
Date: 2004
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DOI: 10.1023/B:JOTP.0000020704.68569.25

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