Some properties of the exit measure for super Brownian motion.

DOI10.1007/s004400100181zbMath1290.35088OpenAlexW2076679060MaRDI QIDQ1862499

Romain Abraham, Jean-François Delmas

Publication date: 19 March 2003

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400100181

Mathematics Subject Classification ID

Nonlinear elliptic equations (35J60) Applications of stochastic analysis (to PDEs, etc.) (60H30) Random measures (60G57) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Local time and additive functionals (60J55)

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Stochastic integral representation and regularity of the density for the exit measure of super-Brownian motion

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