Tanaka Formulae for (α, d, )-Superprocesses
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- 作者：L. Mytnik and K.-N. Xiang
- 关键词：Local time ; Tanaka formula ; ( ; d ; ) ; superprocess
- 刊名：Journal of Theoretical Probability
- 出版时间：April, 2004
- 出版年：2004
- 期刊代码：20_08949840
- 类别：eco
- 卷：17
- 期：2
- 页码：483-502
- 数据来源：sp
摘要
We establish Tanaka like formulae for the local time of (, d, )-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 L1+ convergence argument (with 01) rather than L2 convergence, for the derivation of the Tanaka formulae.