{"title":"Gaussian fluctuation for spatial average of super-Brownian motion","authors":"Zenghu Li, Fei Pu","doi":"10.1080/07362994.2022.2079530","DOIUrl":null,"url":null,"abstract":"Abstract Let be the density of one-dimensional super-Brownian motion starting from Lebesgue measure. Using the Laplace functional of super-Brownian motion, we prove that as the normalized spatial integral converges jointly in (t, x) to Brownian sheet in distribution.","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":"41 1","pages":"752 - 769"},"PeriodicalIF":0.8000,"publicationDate":"2021-11-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"3","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastic Analysis and Applications","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/07362994.2022.2079530","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
引用次数: 3
Abstract
Abstract Let be the density of one-dimensional super-Brownian motion starting from Lebesgue measure. Using the Laplace functional of super-Brownian motion, we prove that as the normalized spatial integral converges jointly in (t, x) to Brownian sheet in distribution.
期刊介绍:
Stochastic Analysis and Applications presents the latest innovations in the field of stochastic theory and its practical applications, as well as the full range of related approaches to analyzing systems under random excitation. In addition, it is the only publication that offers the broad, detailed coverage necessary for the interfield and intrafield fertilization of new concepts and ideas, providing the scientific community with a unique and highly useful service.