English

A Boundary Local Time For One-Dimensional Super-Brownian Motion And Applications

Probability 2018-04-25 v1

Abstract

For a one-dimensional super-Brownian motion with density X(t,x)X(t,x), we construct a random measure LtL_t called the boundary local time which is supported on {x:X(t,x)=0}=:BZt\partial \{x:X(t,x) = 0\} =: BZ_t, thus confirming a conjecture of Mueller, Mytnik and Perkins (2017). LtL_t is analogous to the local time at 00 of solutions to an SDE. We establish first and second moment formulas for LtL_t, some basic properties, and a representation in terms of a cluster decomposition. Via the moment measures and the energy method we give a more direct proof that dim(BZt)=22λ0>0\text{dim}(BZ_t) = 2-2\lambda_0> 0 with positive probability, a recent result of Mueller, Mytnik and Perkins (2017), where λ0-\lambda_0 is the lead eigenvalue of a killed Ornstein-Uhlenbeck operator that characterizes the left tail of X(t,x)X(t,x). In a companion work, the author and Perkins use the boundary local time and some of its properties proved here to show that dim(BZt)=22λ0\text{dim}(BZ_t) = 2-2\lambda_0 a.s. on {Xt(R)>0}\{X_t(\mathbb{R}) > 0 \}.

Keywords

Cite

@article{arxiv.1804.08687,
  title  = {A Boundary Local Time For One-Dimensional Super-Brownian Motion And Applications},
  author = {Thomas Hughes},
  journal= {arXiv preprint arXiv:1804.08687},
  year   = {2018}
}