Abstract
A multiplicative stochastic measure diffusion process in $R^d$ is the continuous analogue of an infinite particle branching Markov process in which the particles move in $R^d$ according to a symmetric stable process of index $\alpha 0 \alpha$. The latter result is also proved by a different approach in the case $d = \alpha$.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have