On the ultimate value of local time of one-dimensional super-Brownian motion

I. Kaj and P. Salminen

Stochastic Processes and their Applications, 1995, vol. 59, issue 1, 21-42

Abstract: We study the random field of local time picked up over the entire life of a super-Brownian motion on the real line. The finite-dimensional distributions of the field are characterized via their Laplace transforms by unique solutions of certain boundary-value differential equations. In some cases the one-dimensional distributions can be found explicitly, giving some insight into how super-Brownian motion behaves before extinction or local extinction.

Keywords: Branching; Brownian; motion; first; passage; process; diffusion; approximation; boundary-value; differential; equation; stable; distribution (search for similar items in EconPapers)
Date: 1995
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