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Tanaka Formulae for (α, d, β)-Superprocesses

Author

Listed:
  • L. Mytnik

    (Faculty of Industrial Engineering and Management)

  • K.-N. Xiang

    (Hunan Normal University)

Abstract

We establish Tanaka like formulae for the local time of (α, d, β)-superprocess in the dimensions where the local time exists. The result generalizes the result of Adler, Lewin who proved existence of Tanaka formulae for a class of super-processes with finite variance. The fact that we abandon the finite variance assumption, requires using an L 1+θ convergence argument (with 0

Suggested Citation

  • L. Mytnik & K.-N. Xiang, 2004. "Tanaka Formulae for (α, d, β)-Superprocesses," Journal of Theoretical Probability, Springer, vol. 17(2), pages 483-502, April.
    • Handle: RePEc:spr:jotpro:v:17:y:2004:i:2:d:10.1023_b:jotp.0000020704.68569.25
    DOI: 10.1023/B:JOTP.0000020704.68569.25
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    References listed on IDEAS

    as
    1. Leonid Mytnik, 1998. "Collision Measure and Collision Local Time for (α, d, β) Superprocesses," Journal of Theoretical Probability, Springer, vol. 11(3), pages 733-763, July.
    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.
    Full references (including those not matched with items on IDEAS)

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