Absolute continuity of the super-Brownian motion with infinite mean

Rustam Mamin, Leonid Mytnik

Research output: Contribution to journalArticlepeer-review

Abstract

In this work, we prove that for any dimension d ≥ 1andanyγ ∈ (0, 1) super-Brownian motion corresponding to the log-Laplace equation (Formula Presented) is absolutely continuous with respect to Lebesgue measure at any fixed time t>0. {St }t≥0 denotes a transition semigroup of a standard Brownian motion. Our proof is based on properties of solutions of the log-Laplace equation. We also prove that when initial datum v(0, ·) is a finite, non-zero measure, then the log-Laplace equation has a unique, continuous solution. Moreover this solution continuously depends on initial data.

Original languageEnglish
Pages (from-to)791-810
Number of pages20
JournalBrazilian Journal of Probability and Statistics
Volume35
Issue number4
DOIs
StatePublished - 1 Nov 2021

Keywords

  • Stable branching
  • Superprocesses

ASJC Scopus subject areas

  • Statistics and Probability

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