Stochastic integral representation and regularity of the density for the Exit measure of super-Brownian motion
| dc.creator | Gall, Jean-Francois Le | |
| dc.creator | Mytnik, Leonid | |
| dc.date | 2005-03-25 | |
| dc.date.accessioned | 2026-07-07T05:18:29Z | |
| dc.date.available | 2026-07-07T05:18:29Z | |
| dc.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}. | |
| dc.description | 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) | |
| dc.identifier | https://arxiv.org/abs/math/0503599 | |
| dc.identifier | http://arxiv.org/abs/math/0503599 | |
| dc.identifier | Annals of Probability 2005, Vol. 33, No. 1, 194-222 | |
| dc.identifier | doi:10.1214/009117904000000612 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/74678 | |
| dc.subject | Probability | |
| dc.subject | 60G57 (Primary) 60G17, 60J80, 35J65. (Secondary) | |
| dc.title | Stochastic integral representation and regularity of the density for the Exit measure of super-Brownian motion | |
| dc.type | text |