Special Session 49: Stochastic Control, Filtering and Related Fields

On Mean-field super-Brownian motions
Jiayu Zheng
Shenzhen MSU-BIT University
Peoples Rep of China
Co-Author(s):    Yaozhong Hu, Michael A. Kouritzin and Panqiu Xia
Abstract:
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 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.