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
来源：
JOURNAL OF FRACTAL GEOMETRY | 2024年 / 11卷 / 1-2期
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.
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页码：85 / 109
页数：25
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