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

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




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 nge1 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 Hu of super-Brownian motion, introduced by Dynkin. We show that for a.e. Hu in this class, Hu(mu)<infty for every mu.









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