Stochastic integral representation and regularity of the density for the Exit measure of super-Brownian motion

Thumbnail Image

Date

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Description

This paper studies the regularity properties of the density of the exit measure for super-Brownian motion with (1+β)-stable branching mechanism. It establishes the continuity of the density in dimension d=2 and the unboundedness of the density in all other dimensions where the density exists. An alternative description of the exit measure and its density is also given via a stochastic integral representation. Results are applied to the probabilistic representation of nonnegative solutions of the partial differential equation Δu=u^{1+β}.
Published at http://dx.doi.org/10.1214/009117904000000612 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)

Keywords

Probability, 60G57 (Primary) 60G17, 60J80, 35J65. (Secondary)

Citation

URI

http://salesiana.dossiersoluciones.com/handle/123456789/74678

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0503599
 http://arxiv.org/abs/math/0503599
 Annals of Probability 2005, Vol. 33, No. 1, 194-222
 doi:10.1214/009117904000000612

Collections

arXiv