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On the boundary of the support of super-Brownian motion

  • Carl Mueller [1] ; Leonid Mytnik [2] ; Edwin Perkins [3]
    1. [1] University of Rochester

      University of Rochester

      City of Rochester, Estados Unidos

    2. [2] Technion – Israel Institute of Technology

      Technion – Israel Institute of Technology

      Israel

    3. [3] University of British Columbia

      University of British Columbia

      Canadá

  • Localización: Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 45, Nº. 6, 1, 2017, págs. 3481-3534
  • Idioma: inglés
  • DOI: 10.1214/16-AOP1141
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  • Resumen
    • We study the density X(t,x)X(t,x) of one-dimensional super-Brownian motion and find the asymptotic behaviour of (...) as well as the Hausdorff dimension of the boundary of the support of X(t,⋅)X(t,⋅). The answers are in terms of the leading eigenvalue of the Ornstein–Uhlenbeck generator with a particular killing term. This work is motivated in part by questions of pathwise uniqueness for associated stochastic partial differential equations.


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