Moment densities of super Brownian motion, and a Harnack estimate for a class of X-harmonic functions

DOI10.1007/S11118-014-9420-YzbMATH Open1306.60108arXiv1206.6789OpenAlexW2005388064MaRDI QIDQ471069FDOQ471069

Publication date: 13 November 2014

Published in: Potential Analysis (Search for Journal in Brave)

Abstract: This paper features a comparison inequality for the densities of the moment measures of super-Brownian motion. These densities are defined recursively for each

n g e 1

in terms of the Poisson and Green's kernels, hence can be analyzed using the techniques of classical potential theory. When

n = 1

, the moment density is equal to the Poisson kernel, and the comparison is simply the classical inequality of Harnack. For

n > 1

we find that the constant in the comparison inequality grows at most exponentially with

n

. We apply this to a class of

X

-harmonic functions

H^{u}

of super-Brownian motion, introduced by Dynkin. We show that for a.e.

H^{u}

in this class,

H^{u} (m u) < i n f t y

for every

m u

.

Full work available at URL: https://arxiv.org/abs/1206.6789

zbMATH Keywords

Harnack inequality Poisson kernel super-Brownian motion Green's kernel \(X\)-harmonic function 3-G inequality recursive moment formulae

Mathematics Subject Classification ID

Probabilistic potential theory (60J45) Superprocesses (60J68)

Cites Work

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