Super-Brownian motion with extra birth at one point
- Fleischmann, Klaus
- Mueller, Carl
2010 Mathematics Subject Classification
- 60J80 60K35
- Super-Brownian motion, measure-valued processes, heat equation, singular potential, one-point potential
A super-Brownian motion in two and three dimensions is constructed where "particles" give birth at a higher rate, if they approach the origin. Via a log-Laplace approach, the construction is based on Albeverio et al. (1995) who calculated the fundamental solutions of the heat equation with one-point potential in dimensions less than four.
- SIAM J. Math. Anal., 2004, vol. 36, no. 3, pp. 740-772