Skip to main content
Log in

Central Limit Theorems for a Super-Diffusion over a Stochastic Flow

  • Published:
Journal of Theoretical Probability Aims and scope Submit manuscript

Abstract

Central limit theorems of the occupation time of a superprocess over a stochastic flow are proved. For the critical and higher dimensions d≥4, the limits are Gaussian variables. For d=3, the limit is conditional Gaussian. When the stochastic flow disappears, the results degenerate to those for the ordinary super-Brownian motion.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Adams, R.A., Fournier, J.J.F.: Sobolev Spaces. Academic Press, San Diego (2003)

    MATH  Google Scholar 

  2. Dawson, D.A., Li, Z., Wang, H.: Superprocesses with dependent spatial motion and general branching densities. Electron. J. Probab. 6, 1–33 (2001)

    MathSciNet  Google Scholar 

  3. Iscoe, I.: A weighted occupation time for a class of measure-valued critical branching Brownian motion. Probab. Theory Relat. Fields 71, 85–116 (1986)

    Article  MATH  MathSciNet  Google Scholar 

  4. Krylov, N.V.: An analytic approach to SPDEs, stochastic partial differential equations: six perspectives. Math. Surv. Monogr. 64, 185–242 (1999)

    Google Scholar 

  5. Li, Z.H., Xiong, J., Zhang, M.: (2008). Ergodic theory for a super-diffusion over a stochastic flow. Submitted

  6. Skoulakis, G., Adler, R.J.: Superprocesses over a stochastic flow. Ann. Appl. Probab. 11, 488–543 (2001)

    Article  MATH  MathSciNet  Google Scholar 

  7. Wang, H.: A class of measure-valued branching diffusions in a random medium. Stoch. Anal. Appl. 16(4), 753–786 (1998)

    Article  MATH  Google Scholar 

  8. Xiong, J.: A stochastic log-Laplace equation. Ann. Probab. 32, 2362–2388 (2004)

    Article  MATH  MathSciNet  Google Scholar 

  9. Xiong, J.: Long-term behavior for superprocesses over a stochastic flow. Electron. Commun. Probab. 9, 36–52 (2004)

    MATH  Google Scholar 

  10. Xiong, J.: An Introduction to Stochastic Filtering Theory. Oxford Graduate Texts in Mathematics, vol. 18. Oxford University Press, London (2008)

    MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Mei Zhang.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Zhang, M. Central Limit Theorems for a Super-Diffusion over a Stochastic Flow. J Theor Probab 24, 294–306 (2011). https://doi.org/10.1007/s10959-009-0261-3

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10959-009-0261-3

Mathematics Subject Classification (2000)

Navigation