Long-time asymptotic of stable Dawson-Watanabe processes in supercritical regimes

Abstract

Let $W=(W_t{)}_{t\ge 0}$ be a supercritical $\alpha$-stable Dawson-Watanabe process (with $\alpha \in (0,2]$) and $f$ be a test function in the domain of $-(-\Delta {)}^{\frac{\alpha }{2}}$ satisfying some integrability condition. Assuming the initial measure $W_0$ has a finite positive moment, we determine the long-time asymptotic of all orders of $W_t(f)$. In particular, it is shown that the local behavior of $W_t$ in long-time is completely determined by the asymptotic of the total mass $W_t(1)$, a global characteristic.