Kolmogorov's test for super-Brownian motion

DOI10.1214/aop/1022855744zbMath0938.60087OpenAlexW2020454863MaRDI QIDQ1307476

Jean-Stéphane Dhersin, Jean-François Le Gall

Publication date: 31 October 1999

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1022855744

zbMATH Keywords

super-Brownian motionBrownian snakeexit measuresemilinear partial differential equationKolmogorov test

Mathematics Subject Classification ID

Sample path properties (60G17) Random measures (60G57) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (4)

Kolmogorov's test for the Brownian snake ⋮ Wiener regularity for large solutions of nonlinear equations ⋮ Characterization of \(G\)-regularity for super-Brownian motion and consequences for parabolic partial differential equations ⋮ Lower functions for the support of super-Brownian motion

Cites Work

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• A class of path-valued Markov processes and its applications to superprocesses
• Almost-sure path properties of \((2,d,\beta)\)-superprocesses
• Wiener's test for super-Brownian motion and the Brownian snake
• Lower functions for the support of super-Brownian motion
• The Brownian snake and solutions of \(\Delta u = u^ 2\) in a domain
• The Hausdorff measure of the support of two-dimensional super-Brownian motion

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