Rescaled Particle Systems Converging to Super-Brownian Motion

1999 ◽  
pp. 269-284 ◽  
Author(s):  
Ted Cox ◽  
Richard Durrett ◽  
Edwin A. Perkins
Keyword(s):  
Brownian Motion ◽  
Particle Systems ◽  
Super Brownian Motion

Singular Spacetime Itô's Integral and a Class of Singular Interacting Branching Particle Systems

2003 ◽  
Vol 06 (02) ◽  
pp. 321-335 ◽  
Author(s):  
Hao Wang
Keyword(s):  
Brownian Motion ◽  
Unique Solution ◽  
Martingale Problem ◽  
Particle Systems ◽  
Dual Process ◽  
Singular Function ◽  
Singular Coefficient ◽  
Duality Method ◽  
Super Brownian Motion ◽  
Branching Diffusions

In Wang,8 a class of interacting measure-valued branching diffusions [Formula: see text] with singular coefficient were constructed and characterized as a unique solution to ℒε-martingale problem by a limiting duality method since in this case the dual process does not exist. In this paper, we prove that for any ε ≠ 0 the superprocess with singular motion coefficient is just the super-Brownian motion. The singular motion coefficient is handled as a sequential limit motivated by Antosik et al.1 Thus, the limiting superprocess is investigated and identified as the motion coefficient converges to a singular function. The representation of the singular spacetime Itô's integral is derived.

scholarly journals Condensation of SIP Particles and Sticky Brownian Motion

2021 ◽  
Vol 183 (3) ◽  
Author(s):  
Mario Ayala ◽  
Gioia Carinci ◽  
Frank Redig
Keyword(s):  
Brownian Motion ◽  
Interacting Particle Systems ◽  
Particle Systems ◽  
Self Duality ◽  
Inclusion Process ◽  
Interacting Particle ◽  
New Information ◽  
Homogeneous Product ◽  
Coarsening Dynamics ◽  
The Difference

AbstractWe study the symmetric inclusion process (SIP) in the condensation regime. We obtain an explicit scaling for the variance of the density field in this regime, when initially started from a homogeneous product measure. This provides relevant new information on the coarsening dynamics of condensing interacting particle systems on the infinite lattice. We obtain our result by proving convergence to sticky Brownian motion for the difference of positions of two SIP particles in the sense of Mosco convergence of Dirichlet forms. Our approach implies the convergence of the probabilities of two SIP particles to be together at time t. This, combined with self-duality, allows us to obtain the explicit scaling for the variance of the fluctuation field.

scholarly journals An Application of the Backbone Decomposition to Supercritical Super-Brownian Motion with a Barrier

2012 ◽  
Vol 49 (03) ◽  
pp. 671-684
Author(s):  
A. E. Kyprianou ◽  
A. Murillo-Salas ◽  
J. L. Pérez
Keyword(s):  
Brownian Motion ◽  
Wave Equation ◽  
Relative Ease ◽  
Branching Brownian Motion ◽  
Analytical Properties ◽  
Super Brownian Motion ◽  
Exit Measure ◽  
The Right

We analyse the behaviour of supercritical super-Brownian motion with a barrier through the pathwise backbone embedding of Berestycki, Kyprianou and Murillo-Salas (2011). In particular, by considering existing results for branching Brownian motion due to Harris and Kyprianou (2006) and Maillard (2011), we obtain, with relative ease, conclusions regarding the growth in the right-most point in the support, analytical properties of the associated one-sided Fisher-Kolmogorov-Petrovskii-Piscounov wave equation, as well as the distribution of mass on the exit measure associated with the barrier.

scholarly journals Kolmogorov's test for super-Brownian motion

1998 ◽  
Vol 26 (3) ◽  
pp. 1041-1056 ◽  
Author(s):  
Jean-Stéphane Dhersin ◽  
Jean-François Le Gall
Keyword(s):  
Brownian Motion ◽  
Super Brownian Motion
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