The compact support property for measure-valued diffusions

Details The compact support property for measure-valued diffusions The compact support property for measure-valued diffusions

2004-12-13

arxiv.org/abs/math/0412246v1

Mathematics

Probability

34 pages

Scientific paper

The purpose of this article is to give a rather thorough understanding of the compact support property for measure-valued diffusion processes corresponding to semi-linear equations of the form \[& u_t=Lu+\beta u-\alpha u^p \text{in} R^d\times (0,\infty), p\in(1,2]; &u(x,0)=f(x) \text{in} R^d; &u(x,t)\ge0 \text{in} R^d\times[0,\infty). \] In particular, we shall investigate how the interplay between the underlying motion (the diffusion process corresponding to $L$) and the branching affects the compact support property. In \cite{EP99}, the compact support property was shown to be equivalent to a certain analytic criterion concerning uniqueness of the Cauchy problem for the semilinear parabolic equation related to the measured valued diffusion. In a subsequent paper \cite{EP03}, this analytic property was investigated purely from the point of view of partial differential equations. Some of the results obtained in this latter paper yield interesting results concerning the compact support property. In this paper, the results from \cite{EP03} that are relevant to the compact support property are presented, sometimes with extensions. These results are interwoven with new results and some informal heuristics. Taken together, they yield a fairly comprehensive picture of the compact support property. \it Inter alia\rm, we show that the concept of a measure-valued diffusion \it hitting\rm a point can be investigated via the compact support property, and suggest an alternate proof of a result concerning the hitting of points by super-Brownian motion.

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