IDEAS home Printed from https://ideas.repec.org/a/spr/jotpro/v10y1997i1d10.1023_a1022606801625.html
   My bibliography  Save this article

A Continuous Super-Brownian Motion in a Super-Brownian Medium

Author

Listed:
  • Donald A. Dawson
  • Klaus Fleischmann

Abstract

A continuous super-Brownian motion $$X^Q $$ is constructed in which branching occurs only in the presence of catalysts which evolve themselves as a continuous super-Brownian motion $$Q$$ . More precisely, the collision local time $$L_{[W,Q]}$$ (in the sense of Barlow et al. (1)) of an underlying Brownian motion path W with the catalytic mass process $$Q$$ goerns the branching (in the sense of Dynkin's additive functional approach). In the one-dimensional case, a new type of limit behavior is encountered: The total mass process converges to a limit without loss of expectation mass (persistence) and with a nonzero limiting variance, whereas starting with a Lebesgue measure $$\ell$$ , stochastic convergence to $$\ell$$ occurs.

Suggested Citation

  • Donald A. Dawson & Klaus Fleischmann, 1997. "A Continuous Super-Brownian Motion in a Super-Brownian Medium," Journal of Theoretical Probability, Springer, vol. 10(1), pages 213-276, January.
  • Handle: RePEc:spr:jotpro:v:10:y:1997:i:1:d:10.1023_a:1022606801625
    DOI: 10.1023/A:1022606801625
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1023/A:1022606801625
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1023/A:1022606801625?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Dawson, Donald A. & Fleischmann, Klaus, 1988. "Strong clumping of critical space-time branching models in subcritical dimensions," Stochastic Processes and their Applications, Elsevier, vol. 30(2), pages 193-208, December.
    2. Dawson, Donald A. & Fleischmann, Klaus, 1994. "A super-Brownian motion with a single point catalyst," Stochastic Processes and their Applications, Elsevier, vol. 49(1), pages 3-40, January.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Klaus Fleischmann & Achim Klenke & Jie Xiong, 2006. "Pathwise Convergence of a Rescaled Super-Brownian Catalyst Reactant Process," Journal of Theoretical Probability, Springer, vol. 19(3), pages 557-588, December.
    2. Zenghu Li & Chunhua Ma, 2008. "Catalytic Discrete State Branching Models and Related Limit Theorems," Journal of Theoretical Probability, Springer, vol. 21(4), pages 936-965, December.
    3. Alexander Schied, 1999. "Existence and Regularity for a Class of Infinite-Measure (ξ, ψ, K)-Superprocesses," Journal of Theoretical Probability, Springer, vol. 12(4), pages 1011-1035, October.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Fatheddin, Parisa & Xiong, Jie, 2015. "Large deviation principle for some measure-valued processes," Stochastic Processes and their Applications, Elsevier, vol. 125(3), pages 970-993.
    2. Klaus Fleischmann & Achim Klenke & Jie Xiong, 2006. "Pathwise Convergence of a Rescaled Super-Brownian Catalyst Reactant Process," Journal of Theoretical Probability, Springer, vol. 19(3), pages 557-588, December.
    3. Greven, A. & Klenke, A. & Wakolbinger, A., 2002. "Interacting diffusions in a random medium: comparison and longtime behavior," Stochastic Processes and their Applications, Elsevier, vol. 98(1), pages 23-41, March.
    4. Eduardo Abi Jaber, 2020. "Weak existence and uniqueness for affine stochastic Volterra equations with L1-kernels," Working Papers hal-02412741, HAL.
    5. Mörters, Peter & Vogt, Pascal, 2005. "A construction of catalytic super-Brownian motion via collision local time," Stochastic Processes and their Applications, Elsevier, vol. 115(1), pages 77-90, January.
    6. Eyal Neuman & Alexander Schied, 2016. "Optimal portfolio liquidation in target zone models and catalytic superprocesses," Finance and Stochastics, Springer, vol. 20(2), pages 495-509, April.
    7. Stanislav Molchanov & Joseph Whitmeyer, 2017. "Stationary distributions in Kolmogorov-Petrovski- Piskunov-type models with an infinite number of particles," Mathematical Population Studies, Taylor & Francis Journals, vol. 24(3), pages 147-160, July.
    8. Leduc, Guillaume, 2006. "Martingale problem for superprocesses with non-classical branching functional," Stochastic Processes and their Applications, Elsevier, vol. 116(10), pages 1468-1495, October.
    9. Eduardo Abi Jaber, 2021. "Weak existence and uniqueness for affine stochastic Volterra equations with L1-kernels," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02412741, HAL.
    10. Eduardo Abi Jaber, 2021. "Weak existence and uniqueness for affine stochastic Volterra equations with L1-kernels," Post-Print hal-02412741, HAL.
    11. Dawson, Donald A. & Fleischmann, Klaus, 1997. "Longtime behavior of a branching process controlled by branching catalysts," Stochastic Processes and their Applications, Elsevier, vol. 71(2), pages 241-257, November.
    12. Zhou, Xiaowen, 2008. "A zero-one law of almost sure local extinction for (1+[beta])-super-Brownian motion," Stochastic Processes and their Applications, Elsevier, vol. 118(11), pages 1982-1996, November.
    13. I. Kaj & S. Sagitov, 1998. "Limit Processes for Age-Dependent Branching Particle Systems," Journal of Theoretical Probability, Springer, vol. 11(1), pages 225-257, January.
    14. Engländer, János & Fleischmann, Klaus, 2000. "Extinction properties of super-Brownian motions with additional spatially dependent mass production," Stochastic Processes and their Applications, Elsevier, vol. 88(1), pages 37-58, July.
    15. Eyal Neuman & Alexander Schied, 2015. "Optimal Portfolio Liquidation in Target Zone Models and Catalytic Superprocesses," Papers 1504.06031, arXiv.org, revised Jul 2015.
    16. D. A. Dawson & Z. Li & X. Zhou, 2004. "Superprocesses with Coalescing Brownian Spatial Motion as Large-Scale Limits," Journal of Theoretical Probability, Springer, vol. 17(3), pages 673-692, July.
    17. Eduardo Abi Jaber, 2019. "Weak existence and uniqueness for affine stochastic Volterra equations with L1-kernels," Papers 1912.07445, arXiv.org, revised Jun 2020.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:jotpro:v:10:y:1997:i:1:d:10.1023_a:1022606801625. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.