Tiempo local del superbrowniano en medios aleatorios

VILLA, JOSÉ

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Revista Colombiana de Matemáticas

versão impressa ISSN 0034-7426

Rev.colomb.mat. v.41 n.2 Bogotá jul./dez. 2007

Tiempo local del superbrowniano en medios aleatorios

Local time of superbrownian motion in random environments

JOSÉ VILLA¹

¹Universidad Autónoma de Aguascalientes, Aguascalientes, México. Email: jvilla@correo.uaa.mx

Resumen

Se demuestra que el tiempo local del superbrowniano en medios aleatorios, con espacio de estados las medidas finitas en los borelianos de R^d, existe cuando d ≤ 3.

Palabras clave: Tiempo local, superprocesos, procesos de medida-valor.

2000 Mathematics Subject Classification: 60G57, 60J55.

Abstract

We prove the existence of local time of superbrownian motion in random environments, with state space the finite Borelian measures on R^d, when d ≤ 3.

Key words: Local time, superprocesses, measure-valued processes.

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Referencias

[1] Adler, R. J. & Lewin, M., `Local time and Tanaka formulae for super brownian motion and super stable processes´, Stoch. Proc. Appl. 41, (1992), 45-67. [ Links ]

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[4] Iscoe, I., `Ergodic theory and local occupation time for measure-valued critical branching brownian motion´, Stochastics 18, (1986), 197-243. [ Links ]

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[7] López-Mimbela, J. A. & Villa, J., `Super-brownian local time: A representation and two applications´, Journal of Mathematical Sciences 121, 5 (2004), 2653-2663. [ Links ]

[8] Mytnik, L., `Superprocesses in random environments´, Ann. Probab. 24, 4 (1996), 1953-1978. [ Links ]

[9] Reed, M. & Simon, B., Methods of modern mathematical physics, I: Functional Analysis, Academic Press, New York, United States, 1980. [ Links ]

[10] Xiang, K., `On Tanaka formulae for (\alpha, d, \beta)-superprocesses´, Science in China Ser. A Mathematics 48, 9 (2005), 1194-1208. [ Links ]

(Recibido en abril de 2007. Aceptado en septiembre de 2007)

Este artículo se puede citar en LaTeX utilizando la siguiente referencia bibliográfica de BibTeX:

@ARTICLE{Villa07,    

     AUTHOR = {José Villa},    

     TITLE =  {{Tiempo local del superbrowniano en medios aleatorios}},    

     JOURNAL =  {Revista Colombiana de Matemáticas},    

     YEAR =  {2007},    

     volume =  {41},    

     number =  {2},    

     pages =  {345-353}    

}