Electronic Communications in Probability

Improved Hölder continuity near the boundary of one-dimensional super-Brownian motion

Jieliang Hong

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We show that the local time of one-dimensional super-Brownian motion is locally $\gamma $-Hölder continuous near the boundary if $0<\gamma <3$ and fails to be locally $\gamma $-Hölder continuous if $\gamma >3$.

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Electron. Commun. Probab., Volume 24 (2019), paper no. 28, 12 pp.

Received: 3 August 2018
Accepted: 26 April 2019
First available in Project Euclid: 5 June 2019

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Primary: 60J55: Local time and additive functionals 60J68: Superprocesses 26A16: Lipschitz (Hölder) classes

super-Brownian motion local time Hölder continuity

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Hong, Jieliang. Improved Hölder continuity near the boundary of one-dimensional super-Brownian motion. Electron. Commun. Probab. 24 (2019), paper no. 28, 12 pp. doi:10.1214/19-ECP237. https://projecteuclid.org/euclid.ecp/1559700464

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