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A boundary local time for one-dimensional super-Brownian motion and applications

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For a one-dimensional super-Brownian motion with density $X(t,x)$, we construct a random measure $L_t$ called the boundary local time which is supported on $\partial \{x:X(t,x) = 0\} =: BZ_t$, thus… Click to show full abstract

For a one-dimensional super-Brownian motion with density $X(t,x)$, we construct a random measure $L_t$ called the boundary local time which is supported on $\partial \{x:X(t,x) = 0\} =: BZ_t$, thus confirming a conjecture of Mueller, Mytnik and Perkins (2017). $L_t$ is analogous to the local time at $0$ of solutions to an SDE. We establish first and second moment formulas for $L_t$, some basic properties, and a representation in terms of a cluster decomposition. Via the moment measures and the energy method we give a more direct proof that $\text{dim}(BZ_t) = 2-2\lambda_0> 0$ with positive probability, a recent result of Mueller, Mytnik and Perkins (2017), where $-\lambda_0$ is the lead eigenvalue of a killed Ornstein-Uhlenbeck operator that characterizes the left tail of $X(t,x)$. In a companion work, the author and Perkins use the boundary local time and some of its properties proved here to show that $\text{dim}(BZ_t) = 2-2\lambda_0$ a.s. on $\{X_t(\mathbb{R}) > 0 \}$.

Keywords: local time; time; dimensional super; super brownian; one dimensional; boundary local

Journal Title: Electronic Journal of Probability
Year Published: 2019

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