Author

Leonid Mytnik

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Preprint Aug 2026

Compact Support Property of Super-Brownian Motion with Irregular Drift

We study the one-dimensional stochastic partial differential equation \[ d_t X_t(x)=\frac{1}{2}\Delta X_t(x) +b_1\unicode{x1D7D9}_{\{X_t(x)>0\}} +\sqrt{X_t(x)}\dot W(t,x), \] where $b_1>0$, $\dot W$ is space-time white noise, and the initial condition is a nonnegative, compactly supported continuous function. We prove...

Leonid Mytnik, Johanna Weinberger · 0 citations