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A construction of catalytic super-Brownian motion via collision local time

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  • Mörters, Peter
  • Vogt, Pascal

Abstract

We give a direct construction of a random measure which is equal in law to the collision local time between a catalytic super-Brownian motion and its catalytic measure. Under a regularity assumption on the catalytic measure, we show that the catalytic super-Brownian motion can be constructed deterministically from this measure.

Suggested Citation

  • Mörters, Peter & Vogt, Pascal, 2005. "A construction of catalytic super-Brownian motion via collision local time," Stochastic Processes and their Applications, Elsevier, vol. 115(1), pages 77-90, January.
    • Handle: RePEc:eee:spapps:v:115:y:2005:i:1:p:77-90
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    References listed on IDEAS

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    1. Dawson, Donald A. & Fleischmann, Klaus, 1994. "A super-Brownian motion with a single point catalyst," Stochastic Processes and their Applications, Elsevier, vol. 49(1), pages 3-40, January.
    2. Klenke, Achim, 2003. "Catalytic branching and the Brownian snake," Stochastic Processes and their Applications, Elsevier, vol. 103(2), pages 211-235, February.
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