Super-mouvement brownien avec catalyse
Jean‐François Delmas
Abstract
Jean‐François Delmas
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
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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