2000 character limit reached
Local behavior of local times of super Brownian motion
Published 8 Jun 2017 in math.PR | (1706.02759v1)
Abstract: For $x\in Rd- {0}$, in dimension $d=3$, we study the asymptotic behavior of the local time $L_tx$ of super-Brownian motion $X$ starting from $\delta_0$ as $x \to 0$. Let $\psi(x)=((1/2\pi2) \log (1/|x|)){1/2}$ be a normalization, Theorem 1 implies that $(L_tx-(1/2\pi|x|))/\psi(x)$ converges in distribution to a standard normal distributed random variable as $x\to 0$. For dimension $d=2$, Theorem 2 implies that $Lx_t-(1/\pi)\log(1/|x|)$ is $L1$ bounded as $x\to 0$. To do this, we prove a Tanaka formula for the local time which refines a result in Barlow, Evans and Perkins.
Paper Prompts
Sign up for free to create and run prompts on this paper using GPT-5.
Top Community Prompts
Collections
Sign up for free to add this paper to one or more collections.