CONDITIONED SUPER-BROWNIAN MOTION

被引:17
|
作者
OVERBECK, L
机构
[1] Institut für Angewandte Mathematik, Rheinische Friedrich-Wilhelms-Universität Bonn, Bonn, D-53115
关键词
D O I
10.1007/BF01200209
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We investigate classes of conditioned super-Brownian motions, namely H-transforms P(H) with non-negative finitely-based space-time harmonic functions H(t, mu). We prove that P(H) 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 functions H(t, mu)=h(t, mu(1)) depending only on the total mass mu(1). Using the Palm measures of the super-Brownian motion we describe for an additive space-time harmonic function H (t, mu) = integral h(t, x) mu(dx) the H-transform P(H) as a conditioned super-Brownian motion in which an immortal particle moves like an h-transform of Brownian motion.
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页码:545 / 570
页数:26
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