Extinction properties of super-Brownian motions with additional spatially dependent mass production

János Engländer and Klaus Fleischmann

Stochastic Processes and their Applications, 2000, vol. 88, issue 1, 37-58

Abstract: Consider the finite measure-valued continuous super-Brownian motion X on corresponding to the log-Laplace equation where the coefficient [beta](x) for the additional mass production varies in space, is Hölder continuous, and bounded from above. We prove criteria for (finite time) extinction and local extinction of X in terms of [beta]. There exists a threshold decay rate kdx-2 as x-->[infinity] such that X does not become extinct if [beta] is above this threshold, whereas it does below the threshold (where for this case [beta] might have to be modified on a compact set). For local extinction one has the same criterion, but in dimensions d>6 with the constant kd replaced by Kd>kd (phase transition). h-transforms for measure-valued processes play an important role in the proofs. We also show that X does not exhibit local extinction in dimension 1 if [beta] is no longer bounded from above and, in fact, degenerates to a single point source [delta]0. In this case, its expectation grows exponentially as t-->[infinity].

Keywords: Measure-valued; process; Superdiffusion; Superprocess; Extinction; Local; extinction; Branching; h-Transform; Non-regular; coefficients; Single; point; source; Threshold; rate; Phase; transition (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (2)

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