کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10527437 958861 2005 23 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Super-Brownian motion conditioned on the total mass
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Super-Brownian motion conditioned on the total mass
چکیده انگلیسی
We study the super-Brownian motion (Xt) conditioned on the total mass Z=∫0+∞Xt(1)dt 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.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 115, Issue 11, November 2005, Pages 1782-1804
نویسندگان
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