Consider the one-dimensional catalytic super-Brownian motion X (called the reactant) in the catalytic medium \(\varrho\) which is an autonomous classical super-Brownian motion. We characterize \((\varrho ,X)\) both in terms of a martingale problem and (in dimension one) as solution of a certain stochastic partial differential equation. The focus of this paper is for dimension one the analysis of the longtime behavior via a mass-time-space rescaling. When scaling time by a factor of K, space is scaled by K η and mass by K −η. We show that for every parameter value η ≥ 0 the rescaled processes converge as K→ ∞ in path space. While the catalyst’s limiting process exhibits a phase transition at η = 1, the reactant’s limit is always the same degenerate process.
Similar content being viewed by others
References
Barlow M.T., Evans S.N., Perkins E.A. (1991). Collision local times and measure-valued processes. Can. J. Math. 43(5): 897–938
Dawson, D. A. (1993). Measure-valued Markov processes. In Hennequin, P. L. (ed.), École d’été de probabilités de Saint Flour XXI–1991, Lecture Notes in Mathematics, Vol. 1541, Springer-Verlag, Berlin, pp. 1–260.
Dawson D.A., Fleischmann K. (1988). Strong clumping of critical space-time branching models in subcritical dimensions. Stoch. Proc. Appl. 30, 193–208
Dawson D.A., Fleischmann K. (1997). A continuous super-Brownian motion in a super-Brownian medium. J. Theor. Probab. 10(1): 213–276
Dawson, D. A., and Fleischmann, K. (2000). Catalytic and mutually catalytic branching. In Infinite Dimensional Stochastic Analysis, Royal Netherlands Academy of Arts and Sciences, Amsterdam, pp. 145–170.
Dawson, D. A., and Fleischmann, K. (2002). Catalytic and mutually catalytic super-Brownian motions. In Ascona 1999 Conference, volume 52 of Progress in Probability, Birkhäuser Verlag, pp. 89–110.
Dawson D.A., Fleischmann K., Mueller C. (2000). Finite time extinction of superprocesses with catalysts. Ann. Probab. 28(2): 603–642
Etheridge, A. (2000). An Introduction to Superprocesses, University lecture series, Vol. 20, Am. Math. Soc., Providence, RI.
Ethier S.N., Kurtz T.G. (1986). Markov Processes: Characterization and Convergence. Wiley, New York
Fleischmann K., Klenke A. (1999). Smooth density field of catalytic super-Brownian motion. Ann. Appl. Probab. 9(2): 298–318
Greven, A., Klenke, A., and Wakolbinger, A. (1999). The longtime behavior of branching random walk in a random medium. Electron. J. Probab. 4:no. 12, 80 pages (electronic).
Iscoe I. (1988). On the supports of measure-valued critical branching Brownian motion. Ann. Probab. 16, 200–221
Klenke, A. (2000). A review on spatial catalytic branching. In Gorostiza, L. G., and Gail Ivanoff B. (eds.), Stochastic Models of CMS Conference Proceedings, Vol. 26, Am. Math. Soc., Providence, RI, pp. 245–263.
Konno N., Shiga T. (1988). Stochastic partial differential equations for some measure-valued diffusions. Probab. Theor. Relat. Fields 79, 201–225
Le Gall, J. -F. (1999). Spatial Branching Processes, Random Snakes and Partial Differential Equations, Lectures in Mathematics, ETH Zürich, Birkhäuser.
Mitoma I. (1985). An ∞–dimensional inhomogeneous Langevin equation. J. Funct. Anal. 61, 342–359
Mytnik L. (1998). Weak uniqueness for the heat equation with noise. Ann. Probab. 26(3): 968–984
Perkins, E. A. (2002). Dawson-Watanabe Superprocesses and Measure-valued Diffusions. In Bernard, P. (ed.), École d’été de probabilités de Saint Flour XXIX–1999, Volume 1781 of Lecture Notes in Mathematics, Springer-Verlag, Berlin, pp. 125–334.
Reimers M. (1989). One dimensional stochastic partial differential equations and the branching measure diffusion. Probab. Theor. Relat. Fields 81, 319–340
Revuz D., Yor M. (1991). Continuous Martingales and Brownian Motion. Springer-Verlag, Berlin Heidelberg New York
Walsh, J. B. (1986). An Introduction to Stochastic Partial Differential Equations, Lecture Notes Math., École d’Été de Probabilités de Saint-Flour Vol. 1180 XIV – 1984, Springer-Verlag, Berlin, pp. 266–439.
Wang H. (1998). A class of measure-valued branching diffusions in a random medium. Stoch. Anal. Appl. 6, 753–786
Yosida K. (1974). Functional Analysis, 4th ed. Springer-Verlag, Berlin
Zähle H. (2005). Space-time reguarity of catalytic super-Brownian motion. Math. Nachr. 278 (7–8): 942–970
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Fleischmann, K., Klenke, A. & Xiong, J. Pathwise Convergence of a Rescaled Super-Brownian Catalyst Reactant Process. J Theor Probab 19, 557–588 (2006). https://doi.org/10.1007/s10959-006-0025-2
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10959-006-0025-2
Keywords
- Catalyst
- reactant
- superprocess
- martingale problem
- stochastic equation
- density field
- collision measure
- collision local time
- extinction
- critical scaling
- convergence in path space