Article ID Journal Published Year Pages File Type
10527437 Stochastic Processes and their Applications 2005 23 Pages PDF
Abstract
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.
Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
Authors
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