Optimal local Hölder index for density states of superprocesses with (1+ )-branching mechanism

DOI10.1214/09-AOP501MaRDI QIDQ984448zbMATHFDO

Authors Klaus Fleischmann, Leonid Mytnik, Vitali Wachtel

Publication date 19 July 2010

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0805.3914

zbMATH Keywords

Hausdorff dimensioncritical indexmultifractal spectrumoptimal exponentlocal unboundednessdichotomy for density of superprocessHölder continuity

Mathematics Subject Classification ID

Random measures (60G57) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Superprocesses (60J68)

Abstract: For $0<alphaleq2$, a super-$alpha$-stable motion $X$ in $mathsf{R}^d$ with branching of index $$ is considered. Fix arbitrary $t>0$. If $$, a dichotomy for the density function of the measure $X_t$ holds: the density function is locally H"{o}lder continuous if $d=1$ and $$ but locally unbounded otherwise. Moreover, in the case of continuity, we determine the optimal local H"{o}lder index.

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Cited in

(12)

• Path properties of dilatively stable processes and singularity of their distributions
• Maximum likelihood type estimation for discretely observed CIR model with small \(\alpha\)-stable noises
• The density of the \((\alpha ,d,\beta)\)-superprocess and singular solutions to a fractional non-linear PDE
• Regularity and irregularity of \((1+\beta)\)-stable super-Brownian motion
• Properties of states of super-\(\alpha\)-stable motion with branching of index \(1+\beta\)
• Hölder index at a given point for density states of super-\(\alpha \)-stable motion of index \(1+\beta \)
• Absolute continuity of the super-Brownian motion with infinite mean
• Multifractal analysis of superprocesses with stable branching in dimension one
• Uniqueness problem for SPDEs from population models
• Existence and pathwise uniqueness to an SPDE driven by \(\alpha\)-stable colored noise
• Critical parameters for reaction-diffusion equations involving space-time fractional derivatives
• Regularity of the density for the total weighted occupation measure of super-Brownain motion

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