Title of article :
Super-Brownian motion conditioned on the total mass
Author/Authors :
Serlet، نويسنده , , Laurent، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Pages :
23
From page :
1782
To page :
1804
Abstract :
We study the super-Brownian motion ( X t ) conditioned on the total mass Z = ∫ 0 + ∞ X t ( 1 ) d t as the continuous limit of a system of branching trajectories which genealogical structure is a Galton–Watson tree conditioned on the number of its vertices. We characterize this process by a martingale problem and give a “snake” representation. Then we apply these results to a process that we call super-Brownian excursion. Its integral is the so-called Integrated Super-Brownian Excursion that has appeared recently as limit of several systems of statistical mechanics.
Keywords :
Particle system , Martingale problem , Galton–Watson tree , Integrated super-Brownian excursion , Super-Brownian motion
Journal title :
Stochastic Processes and their Applications
Serial Year :
2005
Journal title :
Stochastic Processes and their Applications
Record number :
1577709
Link To Document :
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