Articles

LONG-TIME ASYMPTOTIC OF STABLE DAWSON-WATANABE PROCESSES IN SUPERCRITICAL REGIMES

  • Khoa LÊ
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  • 1. Department of Mathematical and Statistical Sciences, University of Alberta, 632 Central Academic, Edmonton, AB T6G 2R3, Canada;
    2. Department of Mathematics, South Kensington Campus, Imperial College London, London, SW7 2AZ, United Kingdom

Received date: 2018-01-12

  Online published: 2019-03-13

Abstract

Let W=(Wt)t ≥ 0 be a supercritical α-stable Dawson-Watanabe process (with α ∈ (0, 2]) and f be a test function in the domain of -(-△) α/2 satisfying some integrability condition. Assuming the initial measure W0 has a finite positive moment, we determine the long-time asymptotic of arbitrary order of Wt(f). In particular, it is shown that the local behavior of Wt in long-time is completely determined by the asymptotic of the total mass Wt(1), a global characteristic.

Cite this article

Khoa LÊ . LONG-TIME ASYMPTOTIC OF STABLE DAWSON-WATANABE PROCESSES IN SUPERCRITICAL REGIMES[J]. Acta mathematica scientia, Series B, 2019 , 39(1) : 37 -45 . DOI: 10.1007/s10473-019-0104-y

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