Characterization of G-regularity for super-Brownian motion and consequences for parabolic partial differential equations

DOI10.1214/AOP/1022677384MaRDI QIDQ1807216zbMATH OpenOpenAlexFDO

Authors Jean-François Delmas, Jean-Stéphane Dhersin

Publication date 9 November 1999

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

Full work available at URL https://arxiv.org/abs/math/9806121

zbMATH Keywords

\(G\)-regularityhitting probabilitiessuper-Brownian motion

Mathematics Subject Classification ID

Nonlinear initial, boundary and initial-boundary value problems for linear parabolic equations (35K60) Brownian motion (60J65)

Abstract: defR{mathbb R} We give a characterization of G-regularity for super-Brownian motion and the Brownian snake. More precisely, we define a capacity on $E=(0,infty)imes{R}^d$, which is not invariant by translation. We then prove that the hitting probability of a Borel set $AsubsetE$ for the graph of the Brownian snake starting at $(0,0)$ is comparable, up to multiplicative constants, to its capacity. This implies that super-Brownian motion started at time 0 at the Dirac mass $delt{a}_0$ hits immediately $A$ (that is $(0,0)$ is G-regular for $A^c$) if and only if its capacity is infinite. As a direct consequence, if $QsubsetE$ is a domain such that $(0,0)inpartialQ$, we give a necessary and sufficient condition for the existence on $Q$ of a positive solution of $partia{l}_{t}u+1/2Deltau=2u^2$ which blows up at $(0,0)$. We also give an estimation of the hitting probabilities for the support of super-Brownian motion at fixed time. We prove that if $dgeq2$, the support of super-Brownian motion is intersection-equivalent to the range of Brownian motion.

Review text

The authors give a characterization of the \(G\)-regularity for super-Brownian motion and the Brownian snake. This result can be viewed as a parabolic extension of Wiener test in an elliptic setting. They also give an estimate of the hitting probabilities for the support of super-Brownian motion at fixed time. Further they prove that if \(d\geq 2\), the support of super-Brownian motion is intersection-equivalent to the range of Brownian motion.

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Cites work

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Cited in

(3)

• Wiener's test for super-Brownian motion and the Brownian snake
• Wiener regularity for large solutions of nonlinear equations
• Kolmogorov's test for the Brownian snake

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