Some explicit distributions for Brownian motion indexed by the Brownian tree
Probability
2020-08-19 v2
Abstract
We derive several explicit distributions of functionals of Brownian motion indexed by the Brownian tree. In particular, we give a direct proof of a result of Bousquet-M\'elou and Janson identifying the distribution of the density at 0 of the integrated super-Brownian excursion.
Keywords
Cite
@article{arxiv.1812.09097,
title = {Some explicit distributions for Brownian motion indexed by the Brownian tree},
author = {Jean-François Le Gall and Armand Riera},
journal= {arXiv preprint arXiv:1812.09097},
year = {2020}
}
Comments
Finale version, with a few minor corrections