On the hot spots of a catalytic super-Brownian motion

成果类型:
Article
署名作者:
Delmas, JF; Fleischmann, K
署名单位:
Institut Polytechnique de Paris; Ecole Nationale des Ponts et Chaussees; Leibniz Association; Weierstrass Institute for Applied Analysis & Stochastics
刊物名称:
PROBABILITY THEORY AND RELATED FIELDS
ISSN/ISSBN:
0178-8051
DOI:
10.1007/s004400100156
发表日期:
2001
页码:
389-421
关键词:
point catalyst DIFFUSIONS time
摘要:
Consider the catalytic super-Brownian motion X-rho (reactant) in R-d, d less than or equal to 3, which branching rates vary randomly in time and space and in fact are given by an ordinary super-Brownian motion rho (catalyst). Our main object of study is the collision local time L = L-[rho ,L-Xo](d(s, x)) of catalyst and reactant. It determines the covariance measure in the martingale problem for X-rho and reflects the occurrence of hot spots of reactant which can be seen in simulations of X-rho. In dimension 2, the collision local time is absolutely continuous in time, L(d(s, x)) = ds K-s (dx). At fixed time s, the collision measures K-rho (dx) of rho (s) and XO have carrying Hausdorff dimension 2. Spatial marginal densities of L exist, and, via self-similarity, enter in the long-term random ergodic limit of L (diffusiveness of the 2-dimensional model). We also compare some of our results with the case of super-Brownian motions with deterministic time-independent catalysts.