Abstract
We show that the Hausdorff dimension of the boundary of d-dimensional super-Brownian motion is 0, if \(d=1\), \(4-2\sqrt{2}\), if \(d=2\), and \((9-\sqrt{17})/2\), if \(d=3\).
Similar content being viewed by others
References
Abraham, C., Le Gall, J.-F.: Excursion Theory for Brownian motion indexed by the Brownian tree. arXiv:1509.06616v2 (2017)
Abraham, R., Werner, W.: Avoiding probabilities for Brownian snakes and super-Brownian motion. Elect. J. Probab. 2(3), 27 (1997)
Bertoin, J.: Lévy Processes. Cambridge University Press, Cambridge (1996)
Brezis, H., Oswald, L.: Singular solutions for some semi-linear elliptic equations. Arch. Rat. Mech. Anal. 99, 249–259 (1987)
Brezis, H., Peletier, L.A., Terman, D.: A very singular solution of the heat equation with absorption. Arch. Rat. Mech. Anal. 95, 185–209 (1986)
Caballero, M.E., Lambert, A., Bravo, G.U.: Proof(s) of the Lamperti representation of continuous-state branching processes. Probab. Surv. 6, 62–89 (2009)
Cox, J.T., Durrett, R., Perkins, E.: Rescaled voter models converge to super-Brownian motion. Ann. Probab. 28, 185–234 (2000)
Cox, J.T., Perkins, E.: Rescaled Lotka–Volterra models converge to super-Brownian motion. Ann. Probab. 33, 904–947 (2005)
Dawson, D., Iscoe, I., Perkins, E.: Super-Brownian motion: path properties and hitting probabilities. Probab. Theory Relat. Fields 83, 135–205 (1989)
Dawson, D., Perkins, E.: Historical processes. Mem. Am. Math. Soc. 93(454), 179 (1991)
Durrett, R., Perkins, E.: Rescaled contact processes converge to super-Browian motion in two or more dimensions. Probab. Theory Relat. Fields 114, 309–399 (1999)
Dynkin, E.B.: Diffusions, Superdiffusions and Partial Differential Equations. AMS Colloquium Publications, Providence (2002)
de Haan, L., Stadtmüller, U.: Dominated variation and related concepts and Tauberian theorems for Laplace transforms. J. Math. Anal. Appl. 108, 344–365 (1985)
Harris, S.C.: Travelling-waves for the F-K-P-P equation via probabilistic arguments. Proc. R. Soc. Edinburgh Sect. A 125, 503–517 (1999)
Hawkes, J.: Potential theory of Lévy processes. Proc. Lond. Math. Soc. 3(38), 335–352 (1979)
Hong, J.: Renormalization of local times of super-Brownian motion. arXiv:1711.06447 (2017)
Hong, J., Mytnik, L., Perkins, E.: On the topological boundary of the range of super-Brownian motion-extended version. arXiv:1809.04238 (2018)
Iscoe, I.: A weighted occupation time for a class of measure-valued branching processes. Probab. Theory Relat. Fields 71, 85–116 (1986)
Iscoe, I.: On the supports of measure-valued critical branching Brownian motion. Ann. Probab. 16, 200–221 (1988)
Ikeda, N., Watanabe, S.: Stochastic differential equations and diffusion processes. North-Holland Mathematical Library (1989)
Kyprianou, A.E.: Travelling wave solutions to the K-P-P equation: alternatives to Simon Harris’ probabilistic analysis. Ann. I. H. Poincaré 40, 53–72 (2004)
Lalley, S., Zheng, X.: Spatial epidemics and local times for critical branching random walks in dimensions 2 and 3. Probab. Theory Relat. Fields 148, 527–566 (2010)
Le Gall, J.-F.: The Brownian snake and solutions of \({\varDelta } u=u^2\) in a domain. Probab. Theory Relat. Fields 102, 393–432 (1995)
Le Gall, J.-F.: Spatial Branching Processes, Random Snakes and Partial Differential Equations. Lectures in Mathematics, ETH Zurich, Birkhäuser, Basel (1999)
Le Gall, J.-F., Weill, M.: Conditioned Brownian trees. Ann. Inst. J. Poincaré Probab. Statist. 42, 455–489 (2006)
Mueller, C., Mytnik, L., Perkins, E.: On the boundary of the support of super-Brownian motion. Ann. Probab. 45, 3481–3534 (2017)
Mueller, C., Tribe, R.: Stochastic p.d.e.’s arising from the long range contact and long range voter processes. Probab. Theory Relat. Fields 102, 519–545 (1995)
Mytnik, L.: Stochastic partial differential equation driven by stable noise. Probab. Theory Relat. Fields 123, 157–201 (2002)
Mytnik, L., Perkins, E.: Pathwise uniqueness for stochastic heat equations with Hölder continuous coefficients: the white noise case. Probab. Theory Relat. Fields 149, 1–96 (2011)
Perkins, E.: Continuity of measure-valued processes. In: Seminar on Stochastic Processes, 1990, Birkhäuser, Boston, pp. 261–268 (1991)
Perkins, E.: Dawson-Watanabe Superprocesses and Measure-valued Diffusions. In: Ecole d’Eté de Probabilités de Saint Flour 1999, Lecture Notes in Math. 1781, Springer-Verlag (2002)
Rogers, L.C.G., Williams, D.: Diffusions, Markov Processes and Martingales, vol. 2. Cambridge University Press, Cambridge (1994)
Stroock, D.W., Varadhan, S.R.S.: Multidimensional Diffusion Processes. Springer-Verlag, Berlin (1979)
Sugitani, S.: Some properties for the measure-valued branching diffusion processes. J. Math. Soc. Jpn. 41, 437–462 (1989)
Takeuchi, J.: On the sample paths of the symmetric stable processes. J. Math. Soc. Jpn. 16, 109–126 (1964)
Taliaferro, S.: Asymptotic behavior of solutions of \(y^{\prime \prime }=\phi (t)y^\lambda \). J. Math. Anal. Appl. 66, 95–134 (1978)
Veron, L.: Singular solutions of some nonlinear elliptic equations. Nonlinear Anal. Theory Methods Appl. 5, 225–242 (1981)
Yor, M.: On some exponential functionals of Brownian motion. Adv. Appl. Probab. 24, 509–531 (1992)
Yor, M.: Generalized meanders as limits of weighted Bessel processes, and an elementary proof of Spitzer’s asymptotic result on Brownian windings. Studia Sci. Math. Hungar. 33, 339–343 (1997)
Acknowledgements
LM thanks Paul Balança for enjoyable and very helpful discussions on this problem. We thank L. Ryzhik for showing us the proof of Proposition 3.3, and I. Benjamini whose comments about the boundary of the range of a scaling limit of tree-indexed random walks gave us a strong motivation to carry out this work. We thank two anonymous referees and Jieliang Hong for carefully reading the manuscript, making suggestions to improve readability and spotting a number of misprints and inconsistencies. EP thanks the Technion for hosting him during a visit where some of this research was carried out. LM thanks UBC and EP for hosting him during his visits.
Author information
Authors and Affiliations
Corresponding author
Additional information
L. Mytnik is supported in part by the Israel Science Foundation (Grant No. 1325/14).
E. Perkins supported by an NSERC Discovery Grant.
Rights and permissions
About this article
Cite this article
Mytnik, L., Perkins, E. The dimension of the boundary of super-Brownian motion. Probab. Theory Relat. Fields 174, 821–885 (2019). https://doi.org/10.1007/s00440-018-0866-5
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00440-018-0866-5