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Exit measure, local time and a boundary local time of super-Brownian motion

Published 20 Jan 2020 in math.PR | (2001.07269v1)

Abstract: We use a renormalization of the total mass of the exit measure from the complement of a small ball centered at $x\in \mathbb{R}d$ for $d\leq 3$ to give a new construction of the total local time $Lx$ of super-Brownian motion at $x$. In \cite{Hong20} a more singular renormalization of the total mass of the exit measure concentrating on $x$, where the exit measure is positive but unusually small, is used to build a boundary local time supported on the topological boundary of the range of super-Brownian motion. Our exit measure construction of $Lx$ motivates this renormalization. We give an important step of this construction here by establishing the convergence of the associated mean measure to an explicit limit; this will be used in the construction of the boundary local time in \cite{Hong20}. Both our results rely on the behaviour of solutions to the associated semilnear elliptic equation with singular initial data and on Le Gall's special Markov property for exit measures.

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