Regularity and irregularity of superprocesses with $(1+\beta)$-stable branching mechanism
Leonid Mytnik, Vitali Wachtel

TL;DR
This paper explores the regularity and irregularity properties of densities of super-Brownian motion with $(1+eta)$-stable branching, revealing a dimension-dependent dichotomy and detailed multifractal analysis in one dimension.
Contribution
It provides a comprehensive overview of the regularity properties, including a dichotomy in density behavior across dimensions and multifractal spectrum calculations in one dimension.
Findings
Density is continuous in dimension 1
Density is locally unbounded in higher dimensions
Multifractal spectrum characterized in 1D
Abstract
We would like to give an overview of results on regularity, or better to say "irregularity", properties of densities at fixed times of super-Brownian motion with -stable branching for . First, the following dichotomy for the density is shown: it is continuous in the dimension and locally unbounded in all higher dimensions where it exists. Then in we determine pointwise and local H\"older exponents of the density, and calculate the multifractal spectrum corresponding to pointwise H\"older exponents.
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Taxonomy
TopicsStochastic processes and statistical mechanics · Advanced Thermodynamics and Statistical Mechanics · Stochastic processes and financial applications
