arXiv · 1705.10938
Long-time asymptotic of stable Dawson-Watanabe processes in supercritical regimes
Abstract
Let $W=(W_t)_{t\ge0}$ be a supercritical $\alpha$-stable Dawson-Watanabe process (with $\alpha\in(0,2]$) and $f$ be a test function in the domain of $-(-\Delta)^{\frac \alpha2}$ satisfying some integrability condition. Assuming the initial measure $W_0$ has a finite positive moment, we determine the long-time asymptotic of all orders of $W_t(f)$. In particular, it is shown that the local behavior of $W_t$ in long-time is completely determined by the asymptotic of the total mass $W_t(1)$, a global characteristic.
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Khoa Lê. 2017-05-31. Long-time asymptotic of stable Dawson-Watanabe processes in supercritical regimes. https://arxiv.org/abs/1705.10938
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