Kolmogorov's test for super-Brownian motion
Dhersin, Jean-Stéphane ; Le Gall, Jean-François
Ann. Probab., Tome 26 (1998) no. 1, p. 1041-1056 / Harvested from Project Euclid
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We prove a Kolmogorov test for super-Brownian motion started at the Dirac mass at the origin. More precisely, we determine the functions $g$ such that for all $t$ small enough, the support of the process at time $t$ will be contained in the ball of radius $g(t)$ centered at 0. As a consequence, we get a necessary and sufficient condition for the existence in certain space-time domains of a solution of the associated semilinear partial differential equation that blows up at the origin.
Publié le : 1998-07-14
Classification:  Super-Brownian motion,  Brownian snake,  Kolmogorov test,  exit measure,  semilinear partial differential equation,  60J80,  60G17,  60G57 
@article{1022855744,
     author = {Dhersin, Jean-St\'ephane and Le Gall, Jean-Fran\c cois},
     title = {Kolmogorov's test for super-Brownian motion},
     journal = {Ann. Probab.},
     volume = {26},
     number = {1},
     year = {1998},
     pages = { 1041-1056},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1022855744}
}

Dhersin, Jean-Stéphane; Le Gall, Jean-François. Kolmogorov's test for super-Brownian motion. Ann. Probab., Tome 26 (1998) no. 1, pp.  1041-1056. http://gdmltest.u-ga.fr/item/1022855744/