Pathwise Convergence of a Rescaled Super-Brownian Catalyst Reactant Process

被引:0
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作者
Klaus Fleischmann
Achim Klenke
Jie Xiong
机构
[1] Weierstrass Institute for Applied Analysis and Stochastics,Institut für Mathematik
[2] Johannes Gutenberg-Universität Mainz,Department of Mathematics
[3] University of Tennessee,Department of Mathematics
[4] Hebei Normal University,undefined
来源
Journal of Theoretical Probability | 2006年 / 19卷
关键词
Catalyst; reactant; superprocess; martingale problem; stochastic equation; density field; collision measure; collision local time; extinction; critical scaling; convergence in path space; Primary 60K35; Secondary 60G57; Secondary 60J80;
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摘要
Consider the one-dimensional catalytic super-Brownian motion X (called the reactant) in the catalytic medium \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\varrho$$\end{document} which is an autonomous classical super-Brownian motion. We characterize \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\varrho ,X)$$\end{document} both in terms of a martingale problem and (in dimension one) as solution of a certain stochastic partial differential equation. The focus of this paper is for dimension one the analysis of the longtime behavior via a mass-time-space rescaling. When scaling time by a factor of K, space is scaled by Kη and mass by K−η. We show that for every parameter value η ≥ 0 the rescaled processes converge as K→ ∞ in path space. While the catalyst’s limiting process exhibits a phase transition at η = 1, the reactant’s limit is always the same degenerate process.
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页码:557 / 588
页数:31
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