English

Liouville distorted Brownian motion

Probability 2019-01-24 v1

Abstract

The Liouville Brownian motion was introduced in \cite{GRV} as a time changed process BAt1B_{A_t^{-1}} of a planar Brownian motion (Bt)t0(B_t)_{t \ge 0}, where (At)t0(A_t)_{t \ge 0} is the positive continuous additive functional of (Bt)t0(B_t)_{t \ge 0} in the strict sense w.r.t. the Liouville measure. We first consider a distorted Brownian motion (Xt)t0(X_t)_{t\ge0} starting from all points in R2\R^2 associated to a Dirichlet form (\E,D(\E))(\E, D(\E)) (see \cite{ShTr14}). We show that the positive continuous additive functional (Ft)t0(F_t)_{t \ge 0} of (Xt)t0(X_t)_{t \ge 0} in the strict sense w.r.t. the Liouville distorted measure can be constructed.

Keywords

Cite

@article{arxiv.1901.07755,
  title  = {Liouville distorted Brownian motion},
  author = {Jiyong Shin},
  journal= {arXiv preprint arXiv:1901.07755},
  year   = {2019}
}

Comments

8 pages

R2 v1 2026-06-23T07:19:27.295Z