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

dc.creatorGall, Jean-Francois Le
dc.creatorMytnik, Leonid
dc.date2005-03-25
dc.date.accessioned2026-07-07T05:18:29Z
dc.date.available2026-07-07T05:18:29Z
dc.descriptionThis 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.descriptionPublished 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.identifierhttps://arxiv.org/abs/math/0503599
dc.identifierhttp://arxiv.org/abs/math/0503599
dc.identifierAnnals of Probability 2005, Vol. 33, No. 1, 194-222
dc.identifierdoi:10.1214/009117904000000612
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/74678
dc.subjectProbability
dc.subject60G57 (Primary) 60G17, 60J80, 35J65. (Secondary)
dc.titleStochastic integral representation and regularity of the density for the Exit measure of super-Brownian motion
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