Stochastic integral representation and regularity of the density for the exit measure of super-Brownian motion
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Publication:2497213
DOI10.1214/009117904000000612zbMath1097.60033arXivmath/0503599OpenAlexW2166020101MaRDI QIDQ2497213
Jean-François Le Gall, Leonid Mytnik
Publication date: 3 August 2006
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0503599
Nonlinear boundary value problems for linear elliptic equations (35J65) Sample path properties (60G17) Random measures (60G57) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)
Related Items (8)
Infinite rate mutually catalytic branching in infinitely many colonies: construction, characterization and convergence ⋮ Strong law of large numbers for a class of superdiffusions ⋮ A strong law of large numbers for super-stable processes ⋮ Regularity of the density for the total weighted occupation measure of super-Brownain motion ⋮ Optimal local Hölder index for density states of superprocesses with \((1+\beta )\)-branching mechanism ⋮ Discontinuous superprocesses with dependent spatial motion ⋮ Trait-dependent branching particle systems with competition and multiple offspring ⋮ Convergence rate for a class of supercritical superprocesses
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