IBM, SIBM and IBS

• 成果类型: Article
• 署名作者: Verzani, J; Adler, R
• 署名单位: City University of New York (CUNY) System; College of Staten Island (CUNY); Technion Israel Institute of Technology; University of North Carolina; University of North Carolina Chapel Hill
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• 发表日期: 2000
• 页码: 462-477
• 关键词: super-brownian motion; superprocesses

摘要

We construct a super iterated Brownian motion (SIBM) from a historical version of iterated Brownian motion (IBM) using an iterated Brownian snake (IBS). It is shown that the range of super iterated Brownian motion is qualitatively quite different from that of super Brownian motion in that there are points with explosions in the branching. However, at a fixed time the support of SIBM has an exact Hausdorff measure function that is the same (up to a constant) as that of super Brownian motion at a fixed time.