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A Continuous Super-Brownian Motion in a Super-Brownian Medium

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  • Donald A. Dawson
  • Klaus Fleischmann

Abstract

A continuous super-Brownian motion $$X^Q $$ is constructed in which branching occurs only in the presence of catalysts which evolve themselves as a continuous super-Brownian motion $$Q$$ . More precisely, the collision local time $$L_{[W,Q]}$$ (in the sense of Barlow et al. (1)) of an underlying Brownian motion path W with the catalytic mass process $$Q$$ goerns the branching (in the sense of Dynkin's additive functional approach). In the one-dimensional case, a new type of limit behavior is encountered: The total mass process converges to a limit without loss of expectation mass (persistence) and with a nonzero limiting variance, whereas starting with a Lebesgue measure $$\ell$$ , stochastic convergence to $$\ell$$ occurs.

Suggested Citation

  • Donald A. Dawson & Klaus Fleischmann, 1997. "A Continuous Super-Brownian Motion in a Super-Brownian Medium," Journal of Theoretical Probability, Springer, vol. 10(1), pages 213-276, January.
  • Handle: RePEc:spr:jotpro:v:10:y:1997:i:1:d:10.1023_a:1022606801625
    DOI: 10.1023/A:1022606801625
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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. Dawson, Donald A. & Fleischmann, Klaus, 1988. "Strong clumping of critical space-time branching models in subcritical dimensions," Stochastic Processes and their Applications, Elsevier, vol. 30(2), pages 193-208, December.
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    Cited by:

    1. Klaus Fleischmann & Achim Klenke & Jie Xiong, 2006. "Pathwise Convergence of a Rescaled Super-Brownian Catalyst Reactant Process," Journal of Theoretical Probability, Springer, vol. 19(3), pages 557-588, December.
    2. Zenghu Li & Chunhua Ma, 2008. "Catalytic Discrete State Branching Models and Related Limit Theorems," Journal of Theoretical Probability, Springer, vol. 21(4), pages 936-965, December.
    3. Alexander Schied, 1999. "Existence and Regularity for a Class of Infinite-Measure (ξ, ψ, K)-Superprocesses," Journal of Theoretical Probability, Springer, vol. 12(4), pages 1011-1035, October.

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