Non local branching Brownians with annihilation and free boundary problems

Abstract

We study a system of branching Brownian motions on R with annihilation: At each branching time a new particle is created and the leftmost one is deleted. The case of strictly local creations (the new particle is put exactly at the same position of the branching particle) was studied in [10]. In [11] instead the position y of the new particle has a distribution p(x, y)dy, x the position of the branching particle, however particles in between branching times do not move. In this paper we consider Brownian motions as in [10] and non local branching as in [11] and prove convergence in the continuum limit (when the number N of particles diverges) to a limit density which satisfies a free boundary problem when this has classical solutions. We use in the convergence a stronger topology than in [10] and [11] and have explicit bounds on the rate of convergence.