Conditioned super-Brownian motion |
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Authors: | L. Overbeck |
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Affiliation: | (1) Institut für Angewandte Mathematik, Rheinische Friedrich-Wilhelms-Universität Bonn, Wegelerstrasse 6, D-53115 Bonn, Germany |
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Abstract: | Summary We investigate classes of conditioned super-Brownian motions, namely H-transformsPH with non-negative finitely-based space-time harmonic functionsH(t, ). We prove thatHH is the unique solution of a martingale problem with interaction and is a weak limit of a sequence of rescaled interacting branching Brownian motions. We identify the limit behaviour of H-transforms with functionsH(t, )=h(t, (1)) depending only on the total mass (1). Using the Palm measures of the super-Brownian motion we describe for an additive spacetime harmonic functionH(t, )=h(t, x) (dx) theH-transformPH as a conditioned super-Brownian motion in which an immortal particle moves like an h-transform of Brownian motion. |
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Keywords: | 60G57 60J50 60K35 60J80 |
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