Abstract: We construct a stochastic process, called the Liouville Brownian motion, which is the Brownian motion associated to the metric , and is a Gaussian Free Field. Such a process is conjectured to be related to the scaling limit of random walks on large planar maps eventually weighted by a model of statistical physics which are embedded in the Euclidean plane or in the sphere in a conformal manner. The construction amounts to changing the speed of a standard two-dimensional Brownian motion depending on the local behavior of the Liouville measure "". We prove that the associated Markov process is a Feller diffusion for all and that for all , the Liouville measure is invariant under . This Liouville Brownian motion enables us to introduce a whole set of tools of stochastic analysis in Liouville quantum gravity, which will be hopefully useful in analyzing the geometry of Liouville quantum gravity.
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Cited in
(59)- Multifractal analysis of Gaussian multiplicative chaos and applications
- Diffusion processes on branching Brownian motion
- Anomalous diffusion of random walk on random planar maps
- Geodesic distances in Liouville quantum gravity
- Extrema of the two-dimensional discrete Gaussian free field
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