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