On multiplicative excessive functions of a branching Brownian motion (Q1118262)
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scientific article; zbMATH DE number 4094537
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| English | On multiplicative excessive functions of a branching Brownian motion |
scientific article; zbMATH DE number 4094537 |
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On multiplicative excessive functions of a branching Brownian motion (English)
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1990
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Stochastic calculus is used to characterize multiplicative excessive functions of a binary branching Brownian motion with a constant creation rate. Some properties of the martingales given by invariant functions are studied. In particular, it is seen that these positive and unbounded martingales tend a.s. to 0 and are not square integrable. Informally speaking, they exhibit a clustering phenomenon in the underlying supercritical branching Brownian motion.
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extinction
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explosion
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multiplicative excessive functions
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branching Brownian motion
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0.7809785008430481
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0.7229114770889282
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