Almost-sure path properties of \((2,d,\beta)\)-superprocesses (Q1336970): Difference between revisions

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Latest revision as of 08:59, 23 May 2024

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Almost-sure path properties of \((2,d,\beta)\)-superprocesses
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    Almost-sure path properties of \((2,d,\beta)\)-superprocesses (English)
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    4 April 1995
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    Let \(\beta\) be in \((0,1]\); a \((2,d,\beta)\)-superprocess \(X = \{X_ t : t \geq 0\}\) (so-called ``super-Brownian motion'') is a measure-valued diffusion process in \(\mathbb{R}^ d\) related to the log-Laplace equation \(\partial v/ \partial t = 2^{-1} \Delta v - v^{1 + \beta}/(1 + \beta)\) via the Laplace transition functional. For a major reference, see \textit{D. A. Dawson} [in: École d'Éte de probabilités de Saint-Flour XXI-1991, Lect. Notes Math. 1541, 1-260 (1993; Zbl 0799.60080)]. The class of \((2,d,1)\)-superprocesses was treated by \textit{D. A. Dawson}, \textit{I. Iscoe} and \textit{E. A. Perkins} [Probab. Theory Relat. Fields 83, No. 1, 135-205 (1989; Zbl 0692.60063)]. Here the authors generalize some results of that work for \((2,d,\beta)\)- superprocesses; they obtain exact almost sure estimates for the short- time propagation of the closed support \(S(X_ t)\) of the \(X_ t\) superprocess. On the one hand, upper estimates for the growth of \(S(X_ t)\) are derived by solving a certain singular nonlinear evolution equation associated with the log-Laplace one; this includes an upper estimate for the probability that the superprocess \(X\) will visit the exterior of a closed ball centered at the origin during a time interval \([0,t]\), and a local modulus of continuity which resembles the global modulus of continuity for the Wiener process. On the other hand, lower estimates are obtained by the use of the branching-particle-system approximation. Combining upper and lower estimates, the authors derive in particular a relevant result on the almost sure rate of convergence in the local modulus of continuity for superprocesses starting from a point source: for any \(\beta\) in \((0,1]\), the closed support \(S(X_ t)\) propagates continuously with the speed \(\sqrt {(2/ \beta)t \log (1/t)}\). Properties of the total mass process \(M_ t : = X_ t (\mathbb{R}^ d)\) are also examined. This paper is a very rich one, first because it contains relevant new results, secondly it makes up to date the literature on the subject, via a lot of illuminating remarks.
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    superprocess
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    branching particle system
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    rate of convergence
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    nonlinear evolution equation
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    measure-valued diffusion process
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    Laplace transition functional
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    modulus of continuity for the Wiener process
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