On the exit measure of super-Brownian motion
From MaRDI portal
Publication:1333569
DOI10.1007/BF01199025zbMath0801.60040MaRDI QIDQ1333569
Romain Abraham, Jean-François Le Gall
Publication date: 21 November 1994
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Hausdorff dimensionsuper-Brownian motionexit measurecharacterization of removable singularities at the boundary
Nonlinear elliptic equations (35J60) Applications of stochastic analysis (to PDEs, etc.) (60H30) Sample path properties (60G17) Random measures (60G57)
Related Items (4)
The Brownian snake and solutions of \(\Delta u = u^ 2\) in a domain ⋮ On the connected components of the support of super Brownian motion and of its exit measure ⋮ On the topological boundary of the range of super-Brownian motion ⋮ Hitting probabilities and potential theory for the Brownian path-valued process
Cites Work
- Super-Brownian motion: Path properties and hitting probabilities
- Superprocesses and partial differential equations
- A probabilistic approach to one class of nonlinear differential equations
- Path processes and historical superprocesses
- Branching particle systems and superprocesses
- Propriétés de martingales, explosion et représentation de Lévy- Khintchine d'une classe de processus de branchement à valeurs mesures. (Martingale properties, explosions and Levy-Khinchine representation of measure valued branching processes)
- Brownian excursions, trees and measure-valued branching processes
- Boundary singularities of solutions of some nonlinear elliptic equations
- Superdiffusion and parabolic nonlinear differential equations
- A class of path-valued Markov processes and its applications to superprocesses
- A Space-Time Property of a Class of Measure-Valued Branching Diffusions
- Historical processes
- Functions continuous and singular with respect to a Hausdorff measure
This page was built for publication: On the exit measure of super-Brownian motion
