Tanaka formula and local time for a class of interacting branching measure-valued diffusions

Abstract

We construct superprocesses with dependent spatial motion (SDSMs) in Euclidean spaces $R^d$ with $d\ge 1$ and show that,even when they start at some unbounded initial positive Radon measure such as Lebesgue measure on $R^d$, their local times exist when $d\le 3$. A Tanaka formula of the local time is also derived.

References in corpus (2)

• Hölder continuity of the solutions to a class of SPDEs arising from multidimensional superprocesses in random environment
• Joint Hölder continuity of local time for a class of interacting branching measure valued diffusions