Space‐time regularity of catalytic super‐Brownian motion | Zendy

Zähle Henryk | Zendy

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Space‐time regularity of catalytic super‐Brownian motion

Author(s) -

Zähle Henryk

Publication year - 2005

Publication title -

mathematische nachrichten

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.913

H-Index - 50

eISSN - 1522-2616

pISSN - 0025-584X

DOI - 10.1002/mana.200310284

Subject(s) - mathematics , brownian motion , motion (physics) , lebesgue integration , class (philosophy) , white noise , stochastic differential equation , space (punctuation) , catalysis , mathematical analysis , spacetime , pure mathematics , classical mechanics , chemistry , physics , quantum mechanics , computer science , statistics , biochemistry , artificial intelligence , operating system

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. (© 2005 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)

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