Summary
The pathwise construction of additiveH-transforms of the super-Brownian motion is carried out as a modification of Le Gall's construction of superprocesses. It provides then the explicit conditioning of the super-Brownian motion on its exit behaviour at its Martin boundary, which yields an additiveH-transforms of the super-Brownian motion. The condition turns out to be that the space-time point of death of the super-Brownian motion converges in the Martin topology of the Brownian motion.
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Supported by an EC-Individual-Fellowship under Contract No. ERBCHBICT930682 and the SFB 256 of the University of Bonn, Germany
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Overbeck, L. Pathwise construction of additive H-transforms of super-Brownian motion. Probab. Th. Rel. Fields 100, 429–437 (1994). https://doi.org/10.1007/BF01268988
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DOI: https://doi.org/10.1007/BF01268988
Mathematics Subject Classification (1991)
- 60G57
- 60J50
- 60J80