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Renormalization of local times of super-Brownian motion

Published 17 Nov 2017 in math.PR | (1711.06447v2)

Abstract: For the local time $L_tx$ of super-Brownian motion $X$ starting from $\delta_0$, we study its asymptotic behavior as $x\to 0$. In $d=3$, we find a normalization $\psi(x)=(1/(2\pi2) \log (1/|x|)){1/2}$ such that $(L_tx-1/(2\pi|x|))/\psi(x)$ converges in distribution to standard normal as $x\to 0$. In $d=2$, we show that $L_tx-(1/\pi)\log (1/|x|)$ converges a.s. as $x\to 0$. We also consider general initial conditions and get similar renormalization results. The behavior of the local time allows us to derive a second order term in the asymptotic behavior of a related semilinear elliptic equation.

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