Super-Brownian motion with reflecting historical paths
概率论
2007-05-23 v1
摘要
We consider super-Brownian motion whose historical paths reflect from each other, unlike those of the usual historical super-Brownian motion. We prove tightness for the family of distributions corresponding to a sequence of discrete approximations but we leave the problem of uniqueness of the limit open. We prove a few results about path behavior for processes under any limit distribution. In particular, we show that for any , a "typical" increment of a reflecting historical path over a small time interval is not greater than .
关键词
引用
@article{arxiv.math/0003056,
title = {Super-Brownian motion with reflecting historical paths},
author = {Krzysztof Burdzy and Jean-Francois Le Gall},
journal= {arXiv preprint arXiv:math/0003056},
year = {2007}
}
备注
2 figures