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Collision Local Times and Measure-Valued Processes

Published online by Cambridge University Press:  20 November 2018

Martin T. Barlow ,
Steven N. Evans  and
Edwin A. Perkins
Martin T. Barlow
Affiliation:
Statistical Laboratory, DPMMS, 16 Mill Lane, Cambridge CB2 1SB, United Kingdom
Steven N. Evans
Affiliation:
Department of Statistics, University of California at Berkeley, 367 Evans Hall, Berkeley, CA 94705 USA
Edwin A. Perkins
Affiliation:
Department of Mathematics, University of British Columbia,Vancouver BC V6T1Y4
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Abstract

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We consider two independent Dawson-Watanabe super-Brownian motions, Y1 and Y2. These processes are diffusions taking values in the space of finite measures on ℝd. We show that if d ≤ 5 then with positive probability there exist times t such that the closed supports of intersect; whereas if d > 5 then no such intersections occur. For the case d ≤ 5, we construct a continuous, non-decreasing measure–valued process L(Y1, Y2), the collision local time, such that the measure defined by , is concentrated on the set of times and places at which intersections occur. We give a Tanaka-like semimartingale decomposition of L(Y1, Y2). We also extend these results to a certain class of coupled measurevalued processes. This extension will be important in a forthcoming paper where we use the tools developed here to construct coupled pairs of measure-valued diffusions with point interactions. In the course of our proofs we obtain smoothness results for the random measures that are uniform in t. These theorems use a nonstandard description of Yi and are of independent interest.

Keywords

60G1760G5760J5560H99measure-valued diffusionsuperprocesslocal timeTanaka formulaadditive functionalHausdorff measurenonstandard analysis
Type
Research Article
Information
Canadian Journal of Mathematics , Volume 43 , Issue 5 , 01 October 1991 , pp. 897 - 938
Copyright
Copyright © Canadian Mathematical Society 1991

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