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.

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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
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article

Some conditional properties of superprocesses in random environments

Jiawei Liu, Shuxiong Zhang, Jie Xiong
Journal of Applied Probability
Stochastic processes and statistical mechanics
article

Some conditional properties of superprocesses in random environments

Jiawei Liu, Shuxiong Zhang, Jie Xiong
article en

Abstract

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.

Journal of Applied ProbabilityVol. 62(3)
Southern University of Science and Technology (CN), Anhui Normal University (CN), Jiangxi Normal University (CN)
Openalex Percentile: Top 88%
Stochastic processes and statistical mechanics
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Some conditional properties of superprocesses in random environments — Jiawei Liu, Shuxiong Zhang, et al. · Journal of Applied Probability (2025) | TGRS Research Map | TGRS