Super-Brownian motion with reflecting historical paths

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Authors

Burdzy, Krzysztof
Le Gall, Jean-Francois

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Springer-Verlag GmbH

Abstract

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 [gamma] > 0, a "typical" increment of a reflecting historical path over a small time interval [delta] t is not greater than [delta] (t) [to the power of] (3/4− [gamma]).

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Citation

Burdzy, K. & J.F. Le Gall. (2001). Super-Brownian motion with reflecting historical paths. Probability Theory and Related Fields, 121(4), 447-491.

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