Product Martingales and Stopping Lines for Branching Brownian Motion
Chauvin, Brigitte
Ann. Probab., Tome 19 (1991) no. 4, p. 1195-1205 / Harvested from Project Euclid
For a branching Brownian motion, a probability space of trees is defined. By analogy with stopping times on $\mathbb{R}$, stopping lines are defined to get a general branching property. We exhibit an intrinsic class of martingales which are products indexed by the elements of a stopping line. We prove that all these martingales have the same limit which we identify. Two particular cases arise: the line of particles living at time $t$ and the first crossings of a straight line whose equation is $y = at - x$ in the plane $(y,t)$.
Publié le : 1991-07-14
Classification:  Branching Brownian motion,  stopping line,  60J60,  60J80,  60G40,  60G44
@article{1176990340,
     author = {Chauvin, Brigitte},
     title = {Product Martingales and Stopping Lines for Branching Brownian Motion},
     journal = {Ann. Probab.},
     volume = {19},
     number = {4},
     year = {1991},
     pages = { 1195-1205},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176990340}
}
Chauvin, Brigitte. Product Martingales and Stopping Lines for Branching Brownian Motion. Ann. Probab., Tome 19 (1991) no. 4, pp.  1195-1205. http://gdmltest.u-ga.fr/item/1176990340/