Branching Brownian motion with absorption and the all-time minimum of branching Brownian motion with drift
We study a dyadic branching Brownian motion on the real line with absorption at 0, drift µ ∈ R and started from a single particle at position x > 0. With K(∞) the (possibly infinite) total number of individuals absorbed at 0 over all time, we consider the functions ωs(x) := E x [s K(∞) ] for...
| Main Authors: | , , , |
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| Format: | Journal article |
| Published: |
Elsevier
2017
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