Abstract
We give a characterization of G-regularity for super-Brownian motion and the Brownian snake. More precisely, we define a capacity on E = (0, ∞) × ℝd, which is not invariant by translation. We then prove that the measure of hitting a Borel set A ⊂ E for the graph of the Brownian snake excursion starting at (0, 0) is comparable, up to multiplicative constants, to its capacity. This implies that super-Brownian motion started at time 0 at the Dirac mass δ0 hits immediately A [i.e., (0, 0) is G-regular for Ac] if and only if its capacity is infinite. As a direct consequence, if Q ⊂ E is a domain such that (0, 0) ∈ δQ, we give a necessary and sufficient condition for the existence on Q of a positive solution of ∂tu + 1/2Δu = 2u2, which blows up at (0, 0). We also give an estimate of the hitting probabilities for the support of super-Brownian motion at fixed time. We prove that if d ≥ 2, the support of super-Brownian motion is intersection-equivalent to the range of Brownian motion.
| Original language | English |
|---|---|
| Pages (from-to) | 731-750 |
| Number of pages | 20 |
| Journal | Annals of Probability |
| Volume | 27 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - 1 Jan 1999 |
Keywords
- Brownian snake
- Capacity
- G-regularity
- Hitting probabilities
- Intersection-equivalence
- Parabolic nonlinear PDE
- Super-Brownian motion
Fingerprint
Dive into the research topics of 'Characterization of G-regularity for super-Brownian motion and consequences for parabolic partial differential equations'. Together they form a unique fingerprint.Cite this
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver