On mean-field super-Brownian motions

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  • Yaozhong Hu
  • Michael A. Kouritzin
  • Panqiu Xia
  • Jiayu Zheng

The mean-field stochastic partial differential equation (SPDE) corresponding to a mean-field super-Brownian motion (sBm) is obtained and studied. In this mean-field sBm, the branching-particle lifetime is allowed to depend upon the probability distribution of the sBm itself, producing an SPDE whose space-time white noise coefficient has, in addition to the typical sBm square root, an extra factor that is a function of the probability law of the density of the mean-field sBm. This novel mean-field SPDE is thus motivated by population models where things like overcrowding and isolation can affect growth. A two step approximation method is employed to show the existence for this SPDE under general conditions. Then, mild moment conditions are imposed to get uniqueness. Finally, smoothness of the SPDE solution is established under a further simplifying condition.

Original languageEnglish
JournalAnnals of Applied Probability
Volume33
Issue number5
Pages (from-to)3872-3915
Number of pages44
ISSN1050-5164
DOIs
Publication statusPublished - 2023

Bibliographical note

Publisher Copyright:
© Institute of Mathematical Statistics, 2023.

    Research areas

  • branching particle systems, mean-field stochastic partial differential equation, moment conditions, moment differentiability, moment formula, Super-Brownian motion

ID: 382452514