Long-time asymptotic of stable Dawson-Watanabe processes in supercritical regimes

Abstract

Let W=(Wt)t0 be a supercritical α-stable Dawson-Watanabe process (with α∈(0,2]) and f be a test function in the domain of -(-) α2 satisfying some integrability condition. Assuming the initial measure W0 has a finite positive moment, we determine the long-time asymptotic of all orders of Wt(f). In particular, it is shown that the local behavior of Wt in long-time is completely determined by the asymptotic of the total mass Wt(1), a global characteristic.

0

Turn this paper into a lesson

ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.

Discussion (0)

Sign in to join the discussion.

Loading comments…