On the differentiability of the local time of the ($1+β$)-stable super-Brownian motion

We consider the local time of the ($1+β$)-stable super-Brownian motion with $0<β<1$. It is shown by Mytnik and Perkins ({\em Ann. Probab.}, 31(3), 1413 -- 1440, (2003)) that the local time, denoted by $L(t,x)$, is jointly continuous in $d=1$ while $L(t,x)$ is locally unbounded in $x$ in $d\geq 2$ where it exists. This paper shows that the local time is continuously differentiable in the spatial parameter $x$ in $d=1$. Moreover, we give a representation of the spatial derivative of the local time, denoted by $\frac{\partial}{\partial x}L(t,x)$, and further prove that the derivative is locally $γ$-Hölder continuous in $x$ with any index $γ\in (0, \fracβ{1+β})$.

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ArXiv.org
Published
2025-09-26
Primary Topic
Library Science and Administration
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article

On the differentiability of the local time of the ($1+β$)-stable super-Brownian motion

ArXiv.org
Library Science and Administration
article

On the differentiability of the local time of the ($1+β$)-stable super-Brownian motion

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Abstract

We consider the local time of the ($1+β$)-stable super-Brownian motion with $0<β<1$. It is shown by Mytnik and Perkins ({\em Ann. Probab.}, 31(3), 1413 -- 1440, (2003)) that the local time, denoted by $L(t,x)$, is jointly continuous in $d=1$ while $L(t,x)$ is locally unbounded in $x$ in $d\geq 2$ where it exists. This paper shows that the local time is continuously differentiable in the spatial parameter $x$ in $d=1$. Moreover, we give a representation of the spatial derivative of the local time, denoted by $\frac{\partial}{\partial x}L(t,x)$, and further prove that the derivative is locally $γ$-Hölder continuous in $x$ with any index $γ\in (0, \fracβ{1+β})$.

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Library Science and Administration
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On the differentiability of the local time of the ($1+β$)-stable super-Brownian motion · ArXiv.org (2025) | TGRS Research Map | TGRS