A Boundary Local Time For One-Dimensional Super-Brownian Motion And Applications
Abstract
For a one-dimensional super-Brownian motion with density , we construct a random measure called the boundary local time which is supported on , thus confirming a conjecture of Mueller, Mytnik and Perkins (2017). is analogous to the local time at of solutions to an SDE. We establish first and second moment formulas for , 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 with positive probability, a recent result of Mueller, Mytnik and Perkins (2017), where is the lead eigenvalue of a killed Ornstein-Uhlenbeck operator that characterizes the left tail of . In a companion work, the author and Perkins use the boundary local time and some of its properties proved here to show that a.s. on .
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}
}