Characterization of $G$-Regularity for Super-Brownian Motion and Consequences for Parabolic Partial Differential Equations
Delmas, Jean-François ; Dhersin, Jean-Stéphane
Ann. Probab., Tome 27 (1999) no. 1, p. 731-750 / Harvested from Project Euclid
We give a characterization of $G$-regularity for super-Brownian motion and the Brownian snake. More precisely, we define a capacity on $E = (0,\infty) \times\mathbb{R}^d$, which is not invariant by translation. We then prove that the measure of hitting a Borel set $A \subset E$ for the graph of the Brownian snake excursion starting at (0,0) is comparable, up to multiplicative constants, to its capacity. This implies that super-Brownian motion started at time 0 at the Dirac mass $\varrho_0$ hits immediately $A$ [i.e., (0,0) is $G$ -regular for $A_c$] if and only if its capacity is infinite. As a direct consequence, if $Q \subset E$ is a domain such that (0,0) $\in\varrho Q$, we give a necessary and sufficient condition for the existence on $Q$ of a positive solution of $\varrho_tu + 1/2\Delta u = 2u^2$, which blows up at (0,0). We also give an estimate of the hitting probabilities for the support of super-Brownian motion at fixed time. We prove that if $d\geq 2$, the support of super-Brownian motion is intersection-equivalent to the range of Brownian motion.
Publié le : 1999-04-15
Classification:  Super-Brownian motion,  Brownian snake,  G -regularity,  parabolic nonlinear PDE,  hitting probabilities,  capacity,  intersection-equivalence,  60G57,  35K60
@article{1022677384,
     author = {Delmas, Jean-Fran\c cois and Dhersin, Jean-St\'ephane},
     title = {Characterization of $G$-Regularity for Super-Brownian Motion and
		 Consequences for Parabolic Partial Differential Equations},
     journal = {Ann. Probab.},
     volume = {27},
     number = {1},
     year = {1999},
     pages = { 731-750},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1022677384}
}
Delmas, Jean-François; Dhersin, Jean-Stéphane. Characterization of $G$-Regularity for Super-Brownian Motion and
		 Consequences for Parabolic Partial Differential Equations. Ann. Probab., Tome 27 (1999) no. 1, pp.  731-750. http://gdmltest.u-ga.fr/item/1022677384/