Kolmogorov's test for super-Brownian motion

DOI10.1214/aop/1022855744zbMath0938.60087MaRDI QIDQ1307476

Jean-François Le Gall, Jean-Stéphane Dhersin

Publication date: 31 October 1999

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1022855744

zbMATH Keywords

super-Brownian motion; Brownian snake; exit measure; semilinear partial differential equation; Kolmogorov test

Mathematics Subject Classification ID

60G17: Sample path properties

60G57: Random measures

60J80: Branching processes (Galton-Watson, birth-and-death, etc.)

Related Items

Wiener regularity for large solutions of nonlinear equations, Characterization of \(G\)-regularity for super-Brownian motion and consequences for parabolic partial differential equations, Lower functions for the support of super-Brownian motion, Kolmogorov's test for the Brownian snake

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