On multiplicative excessive functions of a branching Brownian motion
type: Item
instance of: scholarly article
title: On multiplicative excessive functions of a branching Brownian motion
zbMATH Open document ID: 0668.60074
DOI: 10.1007/BF01377627
publication date: 1990-01-01T00:00:00Z
review text: Stochastic calculus is used to characterize multiplicative excessive functions of a binary branching Brownian motion with a constant creation rate. Some properties of the martingales given by invariant functions are studied. In particular, it is seen that these positive and unbounded martingales tend a.s. to 0 and are not square integrable. Informally speaking, they exhibit a clustering phenomenon in the underlying supercritical branching Brownian motion.
Mathematics Subject Classification ID: 60J80
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 4094537
zbMATH Keywords: extinction
zbMATH Keywords: explosion
zbMATH Keywords: multiplicative excessive functions
zbMATH Keywords: branching Brownian motion
author: Paavo Salminen
reviewed by: Paavo Salminen
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf01377627
OpenAlex ID: W2002494603
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 4094537