A super-Brownian motion with a single point catalyst
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Donald A. Dawson & Klaus Fleischmann, 1997. "A Continuous Super-Brownian Motion in a Super-Brownian Medium," Journal of Theoretical Probability, Springer, vol. 10(1), pages 213-276, January.
- Eduardo Abi Jaber, 2020. "Weak existence and uniqueness for affine stochastic Volterra equations with L1-kernels," Working Papers hal-02412741, HAL.
- Mörters, Peter & Vogt, Pascal, 2005. "A construction of catalytic super-Brownian motion via collision local time," Stochastic Processes and their Applications, Elsevier, vol. 115(1), pages 77-90, January.
- Eduardo Abi Jaber, 2021. "Weak existence and uniqueness for affine stochastic Volterra equations with L1-kernels," Post-Print hal-02412741, HAL.
- Eyal Neuman & Alexander Schied, 2016. "Optimal portfolio liquidation in target zone models and catalytic superprocesses," Finance and Stochastics, Springer, vol. 20(2), pages 495-509, April.
- Leduc, Guillaume, 2006. "Martingale problem for superprocesses with non-classical branching functional," Stochastic Processes and their Applications, Elsevier, vol. 116(10), pages 1468-1495, October.
- Engländer, János & Fleischmann, Klaus, 2000. "Extinction properties of super-Brownian motions with additional spatially dependent mass production," Stochastic Processes and their Applications, Elsevier, vol. 88(1), pages 37-58, July.
- Greven, A. & Klenke, A. & Wakolbinger, A., 2002. "Interacting diffusions in a random medium: comparison and longtime behavior," Stochastic Processes and their Applications, Elsevier, vol. 98(1), pages 23-41, March.
- Eyal Neuman & Alexander Schied, 2015. "Optimal Portfolio Liquidation in Target Zone Models and Catalytic Superprocesses," Papers 1504.06031, arXiv.org, revised Jul 2015.
- Eduardo Abi Jaber, 2021. "Weak existence and uniqueness for affine stochastic Volterra equations with L1-kernels," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02412741, HAL.
- Eduardo Abi Jaber, 2019. "Weak existence and uniqueness for affine stochastic Volterra equations with L1-kernels," Papers 1912.07445, arXiv.org, revised Jun 2020.
More about this item
Keywords
point-catalytic medium critical branching super-Brownian motion superprocess measure-valued branching Hausdorff dimension occupation time occupation density local extinction sample continuity;Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:49:y:1994:i:1:p:3-40. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.