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On Changes of Measure for Super Brownian Motion
Authors:Robert J Adler  Srikanth K Iyer
Institution:(1) Faculty of Industrial Engineering and Management, Technion, Haifa, 32000, Israel;(2) Department of Mathematics, Indian Institute of Technology, Kanpur, UP 120816, India
Abstract:Let eegr be a superprocess under the measure P. We show the existence of probability measures which are absolutely continuous with respect to P, and whose Randon–Nikodym derivatives are suitably normalized functions of the self intersection local time of eegr. These measures correspond to measure valued processes exhibiting a certain amount of (reinforcing) self interaction in terms of both the particle motion and the branching mechanism.
Keywords:superprocess  change of measure  interactions  intersection local time
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