• Title of article

    Non-degenerate conditionings of the exit measures of super Brownian motion

  • Author/Authors

    Salisbury، نويسنده , , Thomas S. and Verzani، نويسنده , , John، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2000
  • Pages
    28
  • From page
    25
  • To page
    52
  • Abstract
    We introduce several martingale changes of measure of the law of the exit measure of super Brownian motion. We represent these laws in terms of “immortal particle” branching processes with immigration of mass, and relate them to the study of solutions to Lu=cu2 in D. The changes of measure include and generalize one arising by conditioning the support of the exit measure to hit a point z on the boundary of a 2-dimensional domain. In that case the branching process is the historical tree of the mass reaching z, and our results provide an explicit description of the law of this tree. In dimension 2 this conditioning is non-degenerate. The representations therefore differ from the related representations studied in an earlier paper, which treated the degenerate conditionings that arise in higher dimensions.
  • Keywords
    Exit measure , Immortal particle description , Martingale change of measure , conditioning , Super Brownian motion
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2000
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1576622