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Central Limit Theorems for a Super-Diffusion over a Stochastic Flow

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  • Mei Zhang

    (Ministry of Education)

Abstract

Central limit theorems of the occupation time of a superprocess over a stochastic flow are proved. For the critical and higher dimensions d≥4, the limits are Gaussian variables. For d=3, the limit is conditional Gaussian. When the stochastic flow disappears, the results degenerate to those for the ordinary super-Brownian motion.

Suggested Citation

  • Mei Zhang, 2011. "Central Limit Theorems for a Super-Diffusion over a Stochastic Flow," Journal of Theoretical Probability, Springer, vol. 24(1), pages 294-306, March.
    • Handle: RePEc:spr:jotpro:v:24:y:2011:i:1:d:10.1007_s10959-009-0261-3
    DOI: 10.1007/s10959-009-0261-3
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    References listed on IDEAS

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    1. Donald A. Dawson & Zenghu Li & Hao Wang, 2001. "Superprocesses with Dependent Spatial Motion and General Branching Densities," RePAd Working Paper Series lrsp-TRS346, Département des sciences administratives, UQO.
    2. Xiong, Jie, 2008. "An Introduction to Stochastic Filtering Theory," OUP Catalogue, Oxford University Press, number 9780199219704.
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