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

Peter Mörters and Pascal Vogt

Stochastic Processes and their Applications, 2005, vol. 115, issue 1, 77-90

Abstract: 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.

Keywords: Super-Brownian; motion; Collision; local; time; Catalytic; branching; Singular; medium; Subordination; Excursion; theory (search for similar items in EconPapers)
Date: 2005
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