Escape probabilities for branching Brownian motion among mild obstacles
Probability
2011-01-18 v2
Abstract
We derive asymptotics for the quenched probability that a critical branching Brownian motion killed at a small rate in Poissonian obstacles exits a large domain. Results are formulated in terms of the solution to a semilinear partial differential equation with singular boundary conditions. The proofs depend on a quenched homogenization theorem for branching Brownian motion among mild obstacles.
Cite
@article{arxiv.1003.3726,
title = {Escape probabilities for branching Brownian motion among mild obstacles},
author = {Jean-Francois Le Gall and Amandine Veber},
journal= {arXiv preprint arXiv:1003.3726},
year = {2011}
}
Comments
24 pages, to appear in Journal of Theoretical Probability