Title of article :
On the ultimate value of local time of one-dimensional super-Brownian motion
Author/Authors :
Kaj، نويسنده , , I. and Salminen، نويسنده , , P.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1995
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 , Stable distribution , boundary-value differential equation
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications