A construction of catalytic super-Brownian motion via collision local time

We give a direct construction of a random measure which is equal in law to the collision local time between a catalytic super-Brownian motion and its catalytic measure. Under a regularity assumption on the catalytic measure, we show that the catalytic super-Brownian motion can be constructed deterministically from this measure.

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Year of publication:	2005
Authors:	Mörters, Peter ; Vogt, Pascal
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 115.2005, 1, p. 77-90
Publisher:	Elsevier
Keywords:	Super-Brownian motion Collision local time Catalytic branching Singular medium Subordination Excursion theory

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008874093