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

DOI10.1016/J.SPA.2014.01.011MaRDI QIDQ402398zbMATH OpenOpenAlexFDO

Authors Marion Hesse, A. E. Kyprianou

Publication date 28 August 2014

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

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

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)

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.

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Cited in

(3)

• On the topological boundary of the range of super-Brownian motion
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• Exact packing measure of the range of \(\psi\)-super Brownian motions

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