Boundary behavior and optimal pointwise Hölder exponent of the total local time of (1+β)-stable super-Brownian motion
Jieliang Hong, Du Yang, Junyan Zhang
Abstract
Let Lx be the total local time of one-dimensional super-Brownian motion with (1+β)-stable branching mechanism, 0<β<1. We prove that \x∈ R:Lx>0\ is almost surely a bounded open interval ( L, R) and that \[ hL( L)=hL( R)=1+2β \] almost surely, where hL denotes the pointwise Hölder exponent. Thus the pointwise γ-Hölder condition holds at both endpoints for every γ<1+2/β and fails for every γ>1+2/β. The same conclusions hold under the canonical excursion measure.
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