On the boundary of the support of super-Brownian motion

Citation
Mueller, Carl et al., On the boundary of the support of super-Brownian motion, Annals of probability , 45(6A), 2017, pp. 3481-3534
Journal title
ISSN journal
00911798
Volume
45
Issue
6A
Year of publication
2017
Pages
3481 - 3534
Database
ACNP
SICI code
Abstract
We study the density X(t,x) of one-dimensional super-Brownian motion and find the asymptotic behaviour of P(0<X(t,x).a) as a.0 as well as the Hausdorff dimension of the boundary of the support of X(t,.). The answers are in terms of the leading eigenvalue of the Ornstein.Uhlenbeck generator with a particular killing term. This work is motivated in part by questions of pathwise uniqueness for associated stochastic partial differential equations.