Some conditional properties of superprocesses in random environments
Abstract We consider a superprocess $\{X_t\colon t\geq 0\}$ in a random environment described by a Gaussian field $\{W(t,x)\colon t\geq 0,x\in \mathbb{R}^d\}$ . First, we set up a representation of $\mathbb{E}[\langle g, X_t\rangle\mathrm{e}^{-\langle \,f,X_t\rangle }\mid\sigma(W)\vee\sigma(X_r,0\leq r\leq s)]$ for $0\leq s < t$ and some functions f , g , which generalizes the result in Mytnik and Xiong (2007, Theorem 2.15). Next, we give a uniform upper bound for the conditional log-Laplace equation with unbounded initial values. We then use this to establish the corresponding conditional entrance law. Finally, the excursion representation of $\{X_t\colon t\geq 0\}$ is given.
Authors
- Jiawei Liu (ORCID: https://orcid.org/0000-0002-9032-8610)
- Shuxiong Zhang (ORCID: https://orcid.org/0000-0003-4057-7958)
- Jie Xiong (ORCID: https://orcid.org/0000-0001-5900-1284)
Institutions
- Southern University of Science and Technology (CN)
- Anhui Normal University (CN)
- Jiangxi Normal University (CN)
Publication Details
- Journal
- Journal of Applied Probability
- Published
- 2025-04-08
- DOI
- https://doi.org/10.1017/jpr.2024.120
- Primary Topic
- Stochastic processes and statistical mechanics
- Type
- article
- Field-Weighted Citation Impact
- 0.00