The mass of super-Brownian motion upon exiting balls and Sheu's compact support condition

DOI10.1016/J.SPA.2014.01.011zbMATH Open1329.60294arXiv1308.1656OpenAlexW2963687427MaRDI QIDQ402398FDOQ402398

Authors: Marion Hesse, A. E. Kyprianou 

Publication date: 28 August 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: We study the total mass of a d-dimensional super-Brownian motion as it first exits an increasing sequence of balls. The process of the total mass is a time-inhomogeneous continuous-state branching process, where the increasing radii of the balls are taken as the time parameter. We are able to characterise its time-dependent branching mechanism and show that it converges, as time goes to infinity, towards the branching mechanism of the total mass of a one-dimensional super-Brownian motion as it first crosses above an increasing sequence of levels. Our results allow us to identify the compact support criterion given in Sheu (1994) as a classical Grey condition (1974) for the aforementioned limiting branching mechanism.

Full work available at URL: https://arxiv.org/abs/1308.1656

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zbMATH Keywords

super-Brownian motioncompact support conditionexit measurestime-dependent continuous-state branching processes

Mathematics Subject Classification ID

Brownian motion (60J65) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Superprocesses (60J68)

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Cited In (3)

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• Exact packing measure of the range of \(\psi\)-super Brownian motions

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