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

Author

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

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.

Suggested Citation

  • Dawson, D.A. & Vaillancourt, J. & Wang, H., 2021. "Joint Hölder continuity of local time for a class of interacting branching measure-valued diffusions," Stochastic Processes and their Applications, Elsevier, vol. 138(C), pages 212-233.
  • Handle: RePEc:eee:spapps:v:138:y:2021:i:c:p:212-233
    DOI: 10.1016/j.spa.2021.04.015
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    References listed on IDEAS

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    1. Ethier, S. N. & Krone, Stephen M., 1995. "Comparing Fleming-Viot and Dawson-Watanabe processes," Stochastic Processes and their Applications, Elsevier, vol. 60(2), pages 171-190, December.
    2. Adler, Robert J. & Lewin, Marica, 1992. "Local time and Tanaka formulae for super Brownian and super stable processes," Stochastic Processes and their Applications, Elsevier, vol. 41(1), pages 45-67, May.
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