Kolmogorov's test for the Brownian snake

DOI10.1214/aop/1008956331zbMath1017.60039OpenAlexW2065513129MaRDI QIDQ1872186

Jean-Stéphane Dhersin, Jean-François Delmas

Publication date: 6 May 2003

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

Full work available at URL: https://doi.org/10.1214/aop/1008956331

Mathematics Subject Classification ID

Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Zero-one laws (60F20)

Related Items (1)

Wiener regularity for large solutions of nonlinear equations

Cites Work

• Superprocesses and partial differential equations
• A probabilistic approach to one class of nonlinear differential equations
• Semi-martingales et grossissement d'une filtration
• Superdiffusion and parabolic nonlinear differential equations
• Kolmogorov's test for super-Brownian motion
• A class of path-valued Markov processes and its applications to superprocesses
• Characterization of \(G\)-regularity for super-Brownian motion and consequences for parabolic partial differential equations
• A multidimensional analogue to the 0-1-law of engelbert and Schmidt
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