An application of the backbone decomposition to supercritical super-Brownian motion with a barrier

2011/08/22 by A. Kyprianou, Kyprianou, A., Antonio Murillo-Salas +3
Economics, Econometrics and Finance · Mathematics · #Economic theories and models #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.1108.4356

openalex publication_date 2011/08/22 · openalex created_date 2022/11/05 · openalex updated_date 2026/07/28

Abstract

We analyse the behaviour of supercritical super-Brownian motion with a barrier through the pathwise backbone embedding of Berestycki et al. (2011). In particular, by considering existing results for branching Brownian motion due to Harris et al. (2006) and Maillard [arxiv:1004.1426], we obtain, with relative ease, conclusions regarding the growth in the right most point in the support, analytical properties of the associated one-sided FKPP equation as well as the distribution of mass on the exit measure associated with the barrier.

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