Spectral representation of one-dimensional Liouville Brownian motion and Liouville Brownian excursion
type: Item
instance of: scholarly article
title: Spectral representation of one-dimensional Liouville Brownian motion and Liouville Brownian excursion
zbMATH Open document ID: 1547.60069
author: Xiong Jin
published in: Journal of Fractal Geometry
publication date: 2024-06-25T00:00:00Z
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.
reviewed by: Byoung Soo Kim
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60D05
Mathematics Subject Classification ID: 28A80
Mathematics Subject Classification ID: 34K08
zbMATH DE Number: 7871286
zbMATH Keywords: Liouville Brownian motion
zbMATH Keywords: Liouville Brownian excursion
zbMATH Keywords: Krein's correspondence
zbMATH Keywords: spectral theory
zbMATH Keywords: generalized linear diffusions
MaRDI profile type: MaRDI publication profile
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DOI: 10.4171/JFG/138
description: scientific article; zbMATH DE number 7871286