1996Stochastics and stochastics reportsRequires access

Super-mouvement brownien avec catalyse

Jean‐François Delmas

Open publisher page 24 citations

Abstract

We study a general class of catalytic super-Brownian motions. Informally, such a process Z describes the evolution of a large number of small particles which move according to independent Brownian motions in and branch only when they visit a given set D (the catalyst), which may be of zero Lebesgue measure. We first construct the processus Z as a weak limit of branching particle systems. We then obtain detailed information about the continuity properties of Z Using excursion theory for Brownian motion in , we prove a representation theorem for Z outside the catalyst D. In the special case when D has zero Lebesgue measure, this representation theorem shows that a.s. for every t > 0, the measure Zt is absolutely continuous with respect to Lebesgue measure, and its density solves the heat equation outside D

About this research paper

What this paper is about

We study a general class of catalytic super-Brownian motions. Informally, such a process Z describes the evolution of a large number of small particles which move according to independent Brownian motions in and branch only when they visit a given set D (the catalyst), which may be of zero Lebesgue measure. We first construct the processus Z as a weak limit of branching particle systems. We then obtain detailed information about the continuity properties of Z Using excursion theory for Brownian motion in , we prove a representation theorem for Z outside the catalyst D. In the special case when D has zero Lebesgue measure, this representation theorem shows that a.s. for every t > 0, the measure Zt is absolutely continuous with respect to Lebesgue measure, and its density solves the heat equation outside D

Why it matters

OpenAlex reports 24 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

We study a general class of catalytic super-Brownian motions. Informally, such a process Z describes the evolution of a large number of small particles which move according to independent Brownian motions in and branch only when they visit a given set D (the catalyst), which may be of zero Lebesgue measure. We first construct the processus Z as a weak limit of branching particle systems. We then obtain detailed information about the continuity properties of Z Using excursion theory for Brownian motion in , we prove a representation theorem for Z outside the catalyst D. In the special case when D has zero Lebesgue measure, this representation theorem shows that a.s. for every t > 0, the measure Zt is absolutely continuous with respect to Lebesgue measure, and its density solves the heat equation outside D

Key concepts: Lebesgue measure, Mathematics, Brownian motion, Lebesgue integration, Absolute continuity, Martingale representation theorem, Measure (data warehouse), Lévy process

Related papers

Back to paper searchBrowse research topicsOriginal source
Super-mouvement brownien avec catalyse — Research Paper | ScholarLens