A zero-one law of almost sure local extinction for (1+[beta])-super-Brownian motion

Xiaowen Zhou

Stochastic Processes and their Applications, 2008, vol. 118, issue 11, 1982-1996

Abstract: This paper considers the following generalized almost sure local extinction for the d-dimensional (1+[beta])-super-Brownian motion X starting from Lebesgue measure on . For any t>=0 write for a closed ball in with center at 0 and radius g(t), where g is a nonnegative, nondecreasing and right continuous function on [0,[infinity]). Let For , it is shown that is equal to either 0 or 1 depending on whether the value of the integral is finite or infinite, respectively. An asymptotic upper bound for is found when .

Keywords: (1+[beta])-super-Brownian; motion; Almost; sure; local; extinction; Zero-one; law; Historical; super-Brownian; motion; Integral; test (search for similar items in EconPapers)
Date: 2008
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-4149(07)00216-5
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:118:y:2008:i:11:p:1982-1996

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().