Regularity of the density for the total weighted occupation measure of super-Brownain motion |
| |
Authors: | Rong Li Liu |
| |
Institution: | Department of Mathematics, Nanjing University, Nanjing 210093, P. R. China |
| |
Abstract: | Let (X
t
) be a super-Brownian motion in a bounded domain D in ℝ
d
. The random measure Y
D
(·) = ∫0∞
X
t
(·)dt is called the total weighted occupation time of (X
t
). We consider the regularity properties for the densities of a class of Y
D
. When d = 1, the densities have continuous modifications. When d ≥ 2, the densities are locally unbounded on any open subset of D with positive Y
D
(dx)-measure. |
| |
Keywords: | Superprocesses Poisson point processes regularity total weighted occupation time |
本文献已被 维普 SpringerLink 等数据库收录! |