A stochastic partial differential equation (SPDE) is derived for
super-Brownian motion regarded as a distribution function valued process. The
strong uniqueness for the solution to this SPDE is obtained by an extended
Yamada-Watanabe argument. Similar results are also proved for the Fleming-Viot
process.Comment: Published in at http://dx.doi.org/10.1214/12-AOP789 the Annals of
Probability (http://www.imstat.org/aop/) by the Institute of Mathematical
Statistics (http://www.imstat.org
