Bessel processes, the Brownian snake and super-Brownian motion

Jean-François Le Gall

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arXiv · 1407.0237

Bessel processes, the Brownian snake and super-Brownian motion

Jean-François Le Gall

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Abstract

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.

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Jean-François Le Gall. 2014-07-01. Bessel processes, the Brownian snake and super-Brownian motion. https://arxiv.org/abs/1407.0237

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