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math.PR2005
Hydrodynamic limit fluctuations of super-Brownian motion with a stable catalyst
Klaus Fleischmann, Peter Moerters, Vitali Wachtel
We consider the behaviour of a continuous super-Brownian motion catalysed by a random medium with infinite overall density under the hydrodynamic scaling of mass, time, and space.…
math.PR2003
Brownian intersection local times: Exponential moments and law of large masses
Wolfgang Koenig, Peter Moerters
Consider p independent Brownian motions in R^d, each running up to its first exit time from an open domain B, and their intersection local time l as a measure on B. We give a sharp…