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Comparing Fleming-Viot and Dawson-Watanabe processes. (English) Zbl 0845.60042

The paper establishes inequalities between the product moments of two classes of super processes, namely Fleming-Viot (FV) and Dawson-Watanabe (DW) processes. It is shown that the moments of the former are bounded above by the corresponding moments of the latter process with the same underlying “particle motion” operator and that, subject to the introduction of a multiplicative constant, a converse inequality is also true. Using dual processes and coalescent diagrams the authors obtain moment formulas for FV processes and are then able to compare these with Dynkin’s moment formulas for DW processes. The local time of DW processes has been studied by several authors. The authors of the present paper use their moment inequalities to prove existence and joint continuity of local time for certain FV processes.

MSC:

60G57 Random measures
60J60 Diffusion processes
60J55 Local time and additive functionals
60G17 Sample path properties
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