中文

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 γ>0\gamma>0, a "typical" increment of a reflecting historical path over a small time interval Δt\Delta t is not greater than (Δt)3/4γ(\Delta t)^{3/4 - \gamma}.

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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