On multiplicative excessive functions of a branching Brownian motion

DOI10.1007/BF01377627MaRDI QIDQ1118262zbMATH OpenOpenAlexFDO

Authors Paavo Salminen

Publication date 1990

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01377627

zbMATH Keywords

branching Brownian motionexplosionextinctionmultiplicative excessive functions

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Review text

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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Cites work

• Application of brownian motion to the equation of kolmogorov-petrovskii-piskunov
• Applications of space-time harmonic functions to branching processes
• Branching Diffusion Processes
• Branching Markov processes. I
• Convergence of solutions of the Kolmogorov equation to travelling waves
• scientific article; zbMATH DE number 3215021 (Why is no real title available?)
• scientific article; zbMATH DE number 3233089 (Why is no real title available?)
• Nonlinear scalar field equations. I: Existence of a ground state
• On the branching process for Brownian particles with an absorbing boundary

Cited in

(2)

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