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

DOI10.1214/09-AOP501zbMATH Open1207.60055arXiv0805.3914MaRDI QIDQ984448FDOQ984448

Authors: Klaus Fleischmann, Leonid Mytnik, Vitali Wachtel 

Publication date: 19 July 2010

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

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.

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

Recommendations

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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)

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Cited In (12)

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

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