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
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