A boundary local time for one-dimensional super-Brownian motion and applications

DOI10.1214/19-EJP303MaRDI QIDQ2423461zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 20 June 2019

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1804.08687, https://projecteuclid.org/euclid.ejp/1559700304

zbMATH Keywords

Hausdorff dimensionlocal timestochastic PDEsuper-Brownian motion

Mathematics Subject Classification ID

Hausdorff and packing measures (28A78) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Local time and additive functionals (60J55) Superprocesses (60J68)

Abstract: For a one-dimensional super-Brownian motion with density $X(t,x)$, we construct a random measure $L_t$ called the boundary local time which is supported on $partialx:X(t,x)=0=:B{Z}_t$, thus confirming a conjecture of Mueller, Mytnik and Perkins (2017). $L_t$ is analogous to the local time at $0$ of solutions to an SDE. We establish first and second moment formulas for $L_t$, some basic properties, and a representation in terms of a cluster decomposition. Via the moment measures and the energy method we give a more direct proof that $extdim(B{Z}_t)=2-2lambd{a}_0>0$ with positive probability, a recent result of Mueller, Mytnik and Perkins (2017), where $-lambd{a}_0$ is the lead eigenvalue of a killed Ornstein-Uhlenbeck operator that characterizes the left tail of $X(t,x)$. In a companion work, the author and Perkins use the boundary local time and some of its properties proved here to show that $extdim(B{Z}_t)=2-2lambd{a}_0$ a.s. on $X_t(mathbbR)>0$.

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Cited in

(8)

• Super-Brownian local time: a representation and two applications
• On the boundary local time measure of super-Brownian motion
• On the boundary of the zero set of super-Brownian motion and its local time
• The dimension of the boundary of super-Brownian motion
• The Brownian cactus. II: Upcrossings and local times of super-Brownian motion
• Improved Hölder continuity near the boundary of one-dimensional super-Brownian motion
• Dimension results and local times for superdiffusions on fractals
• Local time for stable discontinuous superprocesses in one dimension

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