Regularity and irregularity of \((1+\beta)\)-stable super-Brownian motion
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Publication:1431497
DOI10.1214/aop/1055425785zbMath1042.60030OpenAlexW2007132959MaRDI QIDQ1431497
Edwin A. Perkins, Leonid Mytnik
Publication date: 10 June 2004
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aop/1055425785
Sample path properties (60G17) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57)
Related Items (15)
Uniqueness problem for SPDEs from population models ⋮ The density of the \((\alpha ,d,\beta)\)-superprocess and singular solutions to a fractional non-linear PDE ⋮ Multifractal analysis of superprocesses with stable branching in dimension one ⋮ Improved Hölder continuity near the boundary of one-dimensional super-Brownian motion ⋮ Comparison principle for stochastic heat equations driven by \(\alpha \)-stable white noises ⋮ Hölder index at a given point for density states of super-\(\alpha \)-stable motion of index \(1+\beta \) ⋮ Regularity of the density for the total weighted occupation measure of super-Brownain motion ⋮ A local-time correspondence for stochastic partial differential equations ⋮ On the stochastic heat equation with spatially-colored random forcing ⋮ Stochastic integral representation and regularity of the density for the exit measure of super-Brownian motion ⋮ Optimal local Hölder index for density states of superprocesses with \((1+\beta )\)-branching mechanism ⋮ Existence and pathwise uniqueness to an SPDE driven by \(\alpha\)-stable colored noise ⋮ Dense blowup for parabolic SPDEs ⋮ Absolute continuity of the super-Brownian motion with infinite mean ⋮ Path properties of the solution to the stochastic heat equation with Lévy noise
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- Stochastic partial differential equation driven by stable noise
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