Abstract
A stochastic partial differential equation (SPDE) is derived for super-Brownian motion regarded as a distribution function valued process. The strong uniqueness for the solution to this SPDE is obtained by an extended Yamada–Watanabe argument. Similar results are also proved for the Fleming–Viot process.
Citation
Jie Xiong. "Super-Brownian motion as the unique strong solution to an SPDE." Ann. Probab. 41 (2) 1030 - 1054, March 2013. https://doi.org/10.1214/12-AOP789
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