English

Exit measure, local time and a boundary local time of super-Brownian motion

Probability 2020-01-22 v1

Abstract

We use a renormalization of the total mass of the exit measure from the complement of a small ball centered at xRdx\in \mathbb{R}^d for d3d\leq 3 to give a new construction of the total local time LxL^x of super-Brownian motion at xx. In \cite{Hong20} a more singular renormalization of the total mass of the exit measure concentrating on xx, where the exit measure is positive but unusually small, is used to build a boundary local time supported on the topological boundary of the range of super-Brownian motion. Our exit measure construction of LxL^x motivates this renormalization. We give an important step of this construction here by establishing the convergence of the associated mean measure to an explicit limit; this will be used in the construction of the boundary local time in \cite{Hong20}. Both our results rely on the behaviour of solutions to the associated semilnear elliptic equation with singular initial data and on Le Gall's special Markov property for exit measures.

Keywords

Cite

@article{arxiv.2001.07269,
  title  = {Exit measure, local time and a boundary local time of super-Brownian motion},
  author = {Jieliang Hong},
  journal= {arXiv preprint arXiv:2001.07269},
  year   = {2020}
}