Stochastic integral representation and regularity of the density for the exit measure of super-Brownian motion
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Publication:2497213
Abstract: This paper studies the regularity properties of the density of the exit measure for super-Brownian motion with (1+�eta)-stable branching mechanism. It establishes the continuity of the density in dimension d=2 and the unboundedness of the density in all other dimensions where the density exists. An alternative description of the exit measure and its density is also given via a stochastic integral representation. Results are applied to the probabilistic representation of nonnegative solutions of the partial differential equation Delta u=u^{1+�eta}.
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Cited in
(15)- Discontinuous superprocesses with dependent spatial motion
- On the exit measure of super-Brownian motion
- Regularity and irregularity of \((1+\beta)\)-stable super-Brownian motion
- Some properties of the exit measure for super Brownian motion.
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