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Markov snakes and superprocesses
Authors:E B Dynkin  S E Kuznetsov
Institution:(1) Department of Mathematics, Cornell University, White Hall, 14853-7901 Ithaca, NY, USA;(2) Central Econ.-Math. Institute, Russian Academy of Sciences, 32 Krasikowa, 117418 Moscow, Russia
Abstract:Summary We suggest the name Markov snakes for a class of path-valued Markov processes introduced recently by J.-F. Le Gall in connection with the theory of branching measure-valued processes. Le Gall applied this class to investigate path properties of superdiffusions and to approach probabilistically partial differential equations involving a nonlinear operator Deltavv 2. We establish an isomorphism theorem which allows to translate results on continuous superprocesses into the language of Markov snakes and vice versa. By using this theorem, we get limit theorems for discrete Markov snakes.Partially supported by National Science Foundation Grant DMS-9301315 and by The US Army Research Office through the Mathematical Sciences Institute at Cornell University
Keywords:60J80  60J55  60J25  60J65
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