A super-Brownian motion with a locally infinite catalytic mass (Q679153)

A super-Brownian motion \(X\) in \(\mathbb R\) with ``hyperbolic'' branching rate \(\rho(b)=1/b^\sigma\), \(1\leq\sigma\leq 2\), is constructed. Formally, \(X\) can be described as solution to the SPDE \[ dX_t=\tfrac 12\Delta X_t dt+\sqrt{2\rho X_t} dW_t, \] where \(\dot W\) is space time white noise. If \(\sigma=2\), the corresponding branching functional is of infinite characteristic in the sense of \textit{E. B. Dynkin} [``An introduction to branching measure-valued processes'' (1994; Zbl 0824.60001)]. Therefore existence of the process is not covered by Dynkin's general existence result. Moreover it is shown that the process exhibits a loss of mass effect around the catalytic center \(b=0\). Thus the total mass process is not a martingale but only a supermartingale. And, if \(\sigma=2\), the catalytic center is never hit by the process.