Spectral representation of one-dimensional Liouville Brownian motion and Liouville Brownian excursion

DOI10.4171/JFG/138MaRDI QIDQ6561918zbMATH OpenFDO

Authors Xiong Jin

Publication date 25 June 2024

Published in Journal of Fractal Geometry (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.4171/JFG/138

zbMATH Keywords

generalized linear diffusionsKrein's correspondenceLiouville Brownian excursionLiouville Brownian motionspectral theory

Mathematics Subject Classification ID

Fractals (28A80) Spectral theory of functional-differential operators (34K08) Geometric probability and stochastic geometry (60D05) Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65)

Review text

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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