Derivative martingale of the branching Brownian motion in dimension d ≥ 1

We consider a branching Brownian motion in R d . We prove that there exists a random subset Θ of S d−1 such that the limit of the derivative martingale exists simultaneously for all directions θ ∈ Θ almost surely. This allows us to define a random measure on S d−1 whose density is given by the deriv...

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Detaylı Bibliyografya
Asıl Yazarlar: Stasinski, R, Berestycki, J, Mallein, B
Materyal Türü: Journal article
Dil:English
Baskı/Yayın Bilgisi: Institute of Mathematical Statistics 2021