Regularity and irregularity of (1 + β)-stable super-Brownian motion

Leonid Mytnik, Edwin Perkins

Research output: Contribution to journalArticlepeer-review

Abstract

This paper establishes the continuity of the density of (1 + β)-stable super-Brownian motion (0 < β < 1) for fixed times in d = 1, and local unboundedness of the density in all higher dimensions where it exists. We also prove local unboundedness of the density in time for a fixed spatial parameter in any dimension where the density exists, and local unboundedness of the occupation density (the local time) in the spatial parameter for dimensions d ≥ 2 where the local time exists.

Original languageEnglish
Pages (from-to)1413-1440
Number of pages28
JournalAnnals of Probability
Volume31
Issue number3
DOIs
StatePublished - Jul 2003

Keywords

  • Density
  • Local time
  • Stochastic partial differential equations
  • Super-Brownian motion

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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