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Super-Brownian motion with reflecting historical paths

Krzysztof Burdzy, Jean-Francois Le Gall

math.PRarXiv:math/0003056

Abstract

We consider super-Brownian motion whose historical paths reflect from each other, unlike those of the usual historical super-Brownian motion. We prove tightness for the family of distributions corresponding to a sequence of discrete approximations but we leave the problem of uniqueness of the limit open. We prove a few results about path behavior for processes under any limit distribution. In particular, we show that for any γ>0, a "typical" increment of a reflecting historical path over a small time interval Δt is not greater than (Δt)3/4 - γ.

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