Spectral representation of one-dimensional Liouville Brownian motion and Liouville Brownian excursion (Q6561918)
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scientific article; zbMATH DE number 7871286
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| English | Spectral representation of one-dimensional Liouville Brownian motion and Liouville Brownian excursion |
scientific article; zbMATH DE number 7871286 |
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Spectral representation of one-dimensional Liouville Brownian motion and Liouville Brownian excursion (English)
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25 June 2024
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This paper is mainly devoted to the spectral representation of time-changed Brownian motion and Brownian excursion. The author applies Krein's spectral theory of linear diffusions to study spectral representation of one dimensional Liouville Brownian motion (Section 4.2) and one dimensional Liouville Brownian excursion (Section 4.3).\N\NAs an application of the spectral representation, various probabilistic asymptotic behaviours of time changed Brownian motion and Brownian excursion are given in Section 5.
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Liouville Brownian motion
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Liouville Brownian excursion
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Krein's correspondence
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spectral theory
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generalized linear diffusions
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