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March 2021 A rough super-Brownian motion
Nicolas Perkowski, Tommaso Rosati
Author Affiliations +
Ann. Probab. 49(2): 908-943 (March 2021). DOI: 10.1214/20-AOP1464

Abstract

We study the scaling limit of a branching random walk in static random environment in dimension d=1,2 and show that it is given by a super-Brownian motion in a white noise potential. In dimension 1 we characterize the limit as the unique weak solution to the stochastic PDE

tμ=(Δ+ξ)μ+2νμξ˜

for independent space white noise ξ and space-time white noise ξ˜. In dimension 2 the study requires paracontrolled theory and the limit process is described via a martingale problem. In both dimensions we prove persistence of this rough version of the super-Brownian motion.

Acknowledgments

The authors would like to thank Adrian Martini for thoroughly reading this work and pointing out some mistakes and improvements.

The main part of the work was done while N.P. was employed at Max-Planck-Institut für Mathematik in den Naturwissenschaften Leipzig & Humboldt-Universität zu Berlin, and while T.R. was employed at Humboldt-Universität zu Berlin.

N.P. gratefully acknowledges financial support by the DFG via the Heisenberg program.

T.R. gratefully acknowledges financial support by the DFG/FAPESP: this paper was developed within the scope of the IRTG 1740/TRP 2015/50122-0.

Citation

Download Citation

Nicolas Perkowski. Tommaso Rosati. "A rough super-Brownian motion." Ann. Probab. 49 (2) 908 - 943, March 2021. https://doi.org/10.1214/20-AOP1464

Information

Received: 1 June 2019; Revised: 1 May 2020; Published: March 2021
First available in Project Euclid: 17 March 2021

Digital Object Identifier: 10.1214/20-AOP1464

Subjects:
Primary: 60H17
Secondary: 60H25 , 60L40

Keywords: Parabolic Anderson model , singular , stochastic PDEs , Super-Brownian motion

Rights: Copyright © 2021 Institute of Mathematical Statistics

Vol.49 • No. 2 • March 2021
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