Bessel processes, the Brownian snake and super-Brownian motion
Probability
2014-07-02 v1
Abstract
We prove that, both for the Brownian snake and for super-Brownian motion in dimension one, the historical path corresponding to the minimal spatial position is a Bessel process of dimension -5. We also discuss a spine decomposition for the Brownian snake conditioned on the minimizing path.
Keywords
Cite
@article{arxiv.1407.0237,
title = {Bessel processes, the Brownian snake and super-Brownian motion},
author = {Jean-François Le Gall},
journal= {arXiv preprint arXiv:1407.0237},
year = {2014}
}
Comments
Submitted to the special volume of S\'eminaire de Probabilit\'es in memory of Marc Yor