arXiv:1407.0237 Abstract | arXiv Analytics

arXiv:1407.0237 [math.PR]Abstract References Reviews Resources

Bessel processes, the Brownian snake and super-Brownian motion

Published 2014-07-01Version 1

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.

Comments: Submitted to the special volume of S\'eminaire de Probabilit\'es in memory of Marc Yor

Categories: math.PR

Subjects: 60J68, 60J80

Keywords: super-brownian motion, bessel processes, minimal spatial position, spine decomposition, minimizing path

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