Product martingales and stopping lines for branching Brownian motion

DOI10.1214/aop/1176990340zbMath0738.60079OpenAlexW2026577607MaRDI QIDQ1176366

Brigitte Chauvin

Publication date: 25 June 1992

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990340

zbMATH Keywords

martingalesGalton-Watson processstopping linesKolmogorov-Petrosvkij-Piskunov equationsupercritical branching Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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