Super-Brownian motion as the unique strong solution to an SPDE
Xiong, Jie
Original · EN
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.
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