On the boundary local time measure of super-Brownian motion
Jieliang Hong

TL;DR
This paper constructs a boundary local time measure for super-Brownian motion in 2 and 3 dimensions, confirming a conjecture, and relates it to the boundary of the range, providing explicit moment measures and refining previous bounds.
Contribution
It introduces a new boundary local time measure for super-Brownian motion, confirming a conjecture, and links it to the boundary of the process's range with explicit moment calculations.
Findings
Support of the boundary local time equals the topological boundary of the range.
Derived explicit first and second moment measures using negative dimensional Bessel processes.
Refined $L^2$ asymptotics and tail bounds for local times.
Abstract
If is the total occupation local time of -dimensional super-Brownian motion, , for and , we construct a random measure , called the boundary local time measure, as a rescaling of as , thus confirming a conjecture of \cite{MP17} and further show that the support of equals the topological boundary of the range of , . This latter result uses a second construction of a boundary local time given in terms of exit measures and we prove that a.s. for some constant . We derive reasonably explicit first and second moment measures for in terms of negative dimensional Bessel processes and use it with the energy method to give a more direct proof of the lower bound of the Hausdorff dimension of…
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStochastic processes and statistical mechanics · Stochastic processes and financial applications · Mathematical Dynamics and Fractals
