The Annals of Probability
- Ann. Probab.
- Volume 28, Number 1 (2000), 462-477.
IBM, SIBM and IBS
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.
Ann. Probab., Volume 28, Number 1 (2000), 462-477.
First available in Project Euclid: 18 April 2002
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Primary: 60G57: Random measures 60G17: Sample path properties
Secondary: 60H15: Stochastic partial differential equations [See also 35R60]
Verzani, John; Adler, Robert. IBM, SIBM and IBS. Ann. Probab. 28 (2000), no. 1, 462--477. doi:10.1214/aop/1019160126. https://projecteuclid.org/euclid.aop/1019160126