Derivative martingale of the branching Brownian motion in dimension \(d\ge 1\)

DOI10.1214/20-AIHP1131zbMath1497.60122arXiv2004.00162OpenAlexW3185974289MaRDI QIDQ2077343

Roman Stasiński, Bastien Mallein, Julien Berestycki

Publication date: 25 February 2022

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.00162

zbMATH Keywords

Brownian motionbranching Brownian motionderivative martingalemaximal displacement

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Martingales with continuous parameter (60G44) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Functional limit theorems; invariance principles (60F17)

Related Items (2)

The maximum of branching Brownian motion in \(\mathbb{R}^d\) ⋮ Maximal displacement of branching symmetric stable processes

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