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Chen, Yu-Ting

Pathwise nonuniqueness for the SPDEs of some super-Brownian motions with immigration. (English) Zbl 1337.60135

Ann. Probab. 43, No. 6, 3359-3467 (2015).
Summary: We prove pathwise nonuniqueness for stochastic partial differential equations (SPDEs) for some one-dimensional super-Brownian motions with immigration. In contrast to a closely related case investigated by C. Mueller et al. [Ann. Probab. 42, No. 5, 2032–2112 (2014; Zbl 1301.60080)], the solutions of the present SPDEs are assumed to be nonnegative and have very different properties, including uniqueness in law. In proving possible separation of solutions, we derive delicate properties of certain correlated approximating solutions, which are based on a novel coupling method called continuous decomposition. In general, this method may be of independent interest in furnishing solutions of SPDEs with intrinsic adapted structure.

Cited in 6 Documents

MSC:

60H15 Stochastic partial differential equations (aspects of stochastic analysis)
60J68 Superprocesses
60J65 Brownian motion
35R60 PDEs with randomness, stochastic partial differential equations
35K05 Heat equation

Keywords:

stochastic partial differential equations; super-Brownian motions; immigration; continuous decomposition

Citations:

Zbl 1301.60080
PDFBibTeX XMLCite
\textit{Y.-T. Chen}, Ann. Probab. 43, No. 6, 3359--3467 (2015; Zbl 1337.60135)
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References:

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