Spectral representation of one-dimensional Liouville Brownian motion and Liouville Brownian excursion

被引:0
|
作者
Jin, Xiong [1 ]
机构
[1] Univ Manchester, Dept Math, Oxford Rd, Manchester M13 9PL, England
关键词
Liouville Brownian motion; Liouville Brownian excursion; Krein's correspondence; spectral theory; generalized linear diffusions; DIFFUSION; POINTS;
D O I
10.4171/JFG/138
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
In this paper we apply Krein's spectral theory of linear diffusions to study the onedimensional Liouville Brownian motion and Liouville Brownian excursions from a given point. As an application we estimate the fractal dimensions of level sets of one-dimensional Liouville Brownian motion as well as various probabilistic asymptotic behaviours of Liouville Brownian motion and Liouville Brownian excursions.
引用
收藏
页码:85 / 109
页数:25
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