Occupation times for superprocesses in random environments

Fuente: arXiv
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Auteurs principaux: Cheng, Ziling, Hong, Jieliang, Yao, Dan
Format: Preprint
Publié: 2025
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author Cheng, Ziling
Hong, Jieliang
Yao, Dan
author_facet Cheng, Ziling
Hong, Jieliang
Yao, Dan
contents Let $X=(X_t, t\geq 0)$ be a superprocess in a random environment governed by a Gaussian noise $W=\{W(t, x),t\geq 0,x\in\mathbb{R}^d\}$ white in time and colored in space with correlation kernel $g$. We consider the occupation time process of the model starting from a finite measure. It is shown that the occupation time process of $X$ is absolutely continuous with respect to Lebesgue measure in $d\leq 3$, whereas it is singular with respect to Lebesgue measure in $d\geq 4$. Regarding the absolutely continuous case in $d\leq 3$, we further prove that the associated density function is jointly Hölder continuous based on the Tanaka formula and moment formulas, and derive the Hölder exponents with respect to the spatial variable $x$ and the time variable $t$.
format Preprint
id arxiv_https___arxiv_org_abs_2511_04535
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Occupation times for superprocesses in random environments
Cheng, Ziling
Hong, Jieliang
Yao, Dan
Probability
Let $X=(X_t, t\geq 0)$ be a superprocess in a random environment governed by a Gaussian noise $W=\{W(t, x),t\geq 0,x\in\mathbb{R}^d\}$ white in time and colored in space with correlation kernel $g$. We consider the occupation time process of the model starting from a finite measure. It is shown that the occupation time process of $X$ is absolutely continuous with respect to Lebesgue measure in $d\leq 3$, whereas it is singular with respect to Lebesgue measure in $d\geq 4$. Regarding the absolutely continuous case in $d\leq 3$, we further prove that the associated density function is jointly Hölder continuous based on the Tanaka formula and moment formulas, and derive the Hölder exponents with respect to the spatial variable $x$ and the time variable $t$.
title Occupation times for superprocesses in random environments
topic Probability
url https://arxiv.org/abs/2511.04535