Moment densities of super-Brownian motion, and a Harnack estimate for a class of X-harmonic functions

TL;DR

This paper establishes a comparison inequality for the densities of super-Brownian motion's moment measures, extending classical potential theory results and applying them to a class of harmonic functions, revealing their finiteness properties.

Contribution

It introduces a recursive comparison inequality for super-Brownian motion's moment densities and applies it to analyze the finiteness of a class of X-harmonic functions.

Findings

Comparison constant grows at most exponentially with n

Moment densities can be analyzed using potential theory techniques

Most X-harmonic functions are finite-valued for all measures

Abstract

This paper features a comparison inequality for the densities of the moment measures of super-Brownian motion. These densities are defined recursively for each $n \ge 1$ in terms of the Poisson and Green's kernels, hence can be analyzed using the techniques of classical potential theory. When $n = 1$, the moment density is equal to the Poisson kernel, and the comparison is simply the classical inequality of Harnack. For $n > 1$ we find that the constant in the comparison inequality grows at most exponentially with $n$. We apply this to a class of $X$-harmonic functions $H^\nu$ of super-Brownian motion, introduced by Dynkin. We show that for a.e. $H^\nu$ in this class, $H^\nu(\mu)<\infty$ for every $\mu$.