The mass of super-Brownian motion upon exiting balls and Sheu's compact support condition

Marion Hesse, Andreas E. Kyprianou

Research output: Contribution to journalArticle

2 Citations (Scopus)
115 Downloads (Pure)

Abstract

We study the mass of a d-dimensional super-Brownian motion as it first exits an increasing sequence of balls. The mass process is a time-inhomogeneous continuous-state branching process, where the increasing radii of the balls are taken as the time-parameter. We characterise its time-dependent branching mechanism and show that it converges, as time goes to infinity, towards the branching mechanism of the mass of a one-dimensional super-Brownian motion as it first crosses above an increasing sequence of levels. Our results identify the compact support criterion in Sheu (1994) as Grey's condition (1974) for the aforementioned limiting branching mechanism.
Original languageEnglish
Pages (from-to)2003-2022
Number of pages20
JournalStochastic Processes and their Applications
Volume124
Issue number6
Early online date7 Feb 2014
DOIs
Publication statusPublished - 1 Jun 2014

Fingerprint Dive into the research topics of 'The mass of super-Brownian motion upon exiting balls and Sheu's compact support condition'. Together they form a unique fingerprint.

  • Cite this