Abstract
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.
Citation
Robert Adler. John Verzani. "IBM, SIBM and IBS." Ann. Probab. 28 (1) 462 - 477, January 2000. https://doi.org/10.1214/aop/1019160126
Information