IBM, SIBM and IBS
Verzani, John ; Adler, Robert
Ann. Probab., Tome 28 (2000) no. 1, p. 462-477 / Harvested from Project Euclid
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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.
Publié le : 2000-01-14
Classification:  Iterated Bownian motion,  Brownian snake,  super Brownian motion,  super iterated Brownian motion,  iterated Brownian snake,  exact measure function,  60G57,  60G17,  60H15 
@article{1019160126,
     author = {Verzani, John and Adler, Robert},
     title = {IBM, SIBM and IBS},
     journal = {Ann. Probab.},
     volume = {28},
     number = {1},
     year = {2000},
     pages = { 462-477},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1019160126}
}

Verzani, John; Adler, Robert. IBM, SIBM and IBS. Ann. Probab., Tome 28 (2000) no. 1, pp.  462-477. http://gdmltest.u-ga.fr/item/1019160126/