Electronic Journal of Probability

A boundary local time for one-dimensional super-Brownian motion and applications

Thomas Hughes

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Abstract

For a one-dimensional super-Brownian motion with density $X(t,x)$, we construct a random measure $L_{t}$ called the boundary local time which is supported on $BZ_{t} := \partial \{x:X(t,x) = 0\}$, thus confirming a conjecture of Mueller, Mytnik and Perkins [13]. $L_{t}$ is analogous to the local time at $0$ of solutions to an SDE. We establish first and second moment formulas for $L_{t}$, some basic properties, and a representation in terms of a cluster decomposition. Via the moment measures and the energy method we give a more direct proof that $\text{dim} (BZ_{t}) = 2-2\lambda _{0}> 0$ with positive probability, a recent result of Mueller, Mytnik and Perkins [13], where $-\lambda _{0}$ is the lead eigenvalue of a killed Ornstein-Uhlenbeck operator that characterizes the left tail of $X(t,x)$. In a companion work [6], the author and Perkins use the boundary local time and some of its properties proved here to show that $\text{dim} (BZ_{t}) = 2-2\lambda _{0}$ a.s. on $\{X_{t}(\mathbb{R} ) > 0 \}$.

Article information

Source
Electron. J. Probab., Volume 24 (2019), paper no. 54, 58 pp.

Dates
Received: 27 April 2018
Accepted: 1 April 2019
First available in Project Euclid: 5 June 2019

Permanent link to this document
https://projecteuclid.org/euclid.ejp/1559700304

Digital Object Identifier
doi:10.1214/19-EJP303

Zentralblatt MATH identifier
07068785

Subjects
Primary: 60J68: Superprocesses
Secondary: 60J55: Local time and additive functionals 60H15: Stochastic partial differential equations [See also 35R60] 28A78: Hausdorff and packing measures

Keywords
super-Brownian motion local time stochastic pde Hausdorff dimension

Rights
Creative Commons Attribution 4.0 International License.

Citation

Hughes, Thomas. A boundary local time for one-dimensional super-Brownian motion and applications. Electron. J. Probab. 24 (2019), paper no. 54, 58 pp. doi:10.1214/19-EJP303. https://projecteuclid.org/euclid.ejp/1559700304


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