• Medientyp: Sonstige Veröffentlichung; E-Artikel
  • Titel: Space-time regularity of catalytic super-Brownian motion
  • Beteiligte: Zähle, Henryk [Verfasser:in]
  • Erschienen: Weierstrass Institute for Applied Analysis and Stochastics publication server, 2005
  • Sprache: Englisch
  • DOI: https://doi.org/10.1002/mana.200310284
  • ISSN: 1522-2616
  • Schlagwörter: catalytic super-Brownian motion -- cumulant equation -- martingale problem -- collision local time -- stochastic partial differential equation ; article
  • Entstehung:
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  • Beschreibung: We study the question for which catalysts does the catalytic super-Brownian motion in R have a jointly continuous space-time Lebesgue density. As it turns out, there is a large class of non-atomic catalysts inducing a regular density. The latter can be characterized as the unique solution to a certain stochastic partial differential equation driven by an inhomogeneous space-time white noise.