Some explicit distributions for Brownian motion indexed by the Brownian tree

MaRDI QIDQ5133296zbMATH OpenFDO

Authors J.-F. Le Gall, Armand Riera

Publication date 12 November 2020

Full work available at URL https://arxiv.org/abs/1812.09097, http://math-mprf.org/journal/articles/id1592/

zbMATH Keywords

local timeoccupation measureBrownian snaketree-indexed Brownian motionintegrated super-Brownian excursionexit measure

Mathematics Subject Classification ID

Brownian motion (60J65) Superprocesses (60J68)

Abstract: We derive several explicit distributions of functionals of Brownian motion indexed by the Brownian tree. In particular, we give a direct proof of a result of Bousquet-M'elou and Janson identifying the distribution of the density at 0 of the integrated super-Brownian excursion.

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Cited in

(4)

• The uniform random tree in a Brownian excursion
• A stochastic differential equation for local times of super-Brownian motion
• Excursion theory for Brownian motion indexed by the Brownian tree
• The Markov property of local times of Brownian motion indexed by the Brownian tree

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