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Super-Brownian motion with extra birth at one point

Klaus Fleischmann, Carl Mueller

math.PRarXiv:math/0211435

Abstract

A super-Brownian motion in two and three dimensions is constructed where "particles" give birth at a higher rate, if they approach the origin. Via a log-Laplace approach, the construction is based on Albeverio et al. (1995) who calculated the fundamental solutions of the heat equation with one-point potential in dimensions less than four.

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