期刊名称:Latin American Journal of Probability and Mathematical Statistics
电子版ISSN:1980-0436
出版年度:2018
卷号:XV
期号:2
页码:1377-1400
DOI:10.30757/ALEA.v15-51
出版社:Instituto Nacional De Matemática Pura E Aplicada
摘要:We construct a class of one-dimensional diffusion processes on the particlesof branching Brownian motion that are symmetric with respect to the limitsof random martingale measures. These measures are associated with the extendedextremal process of branching Brownian motion and are supported on a Cantor-likeset. The processes are obtained via a time-change of a standard one-dimensionalreflected Brownian motion on R+ in terms of the associated positive continuousadditive functionals.The processes introduced in this paper may be regarded as an analogue of theLiouville Brownian motion which has been recently constructed in the context of aGaussian free field.
关键词:Branching Brownian motion; additive functional; extremal process;local time; random environment;