Liouville distorted Brownian motion

Abstract

The Liouville Brownian motion was introduced in GRV as a time changed process BAt-1 of a planar Brownian motion (Bt)t 0, where (At)t 0 is the positive continuous additive functional of (Bt)t 0 in the strict sense w.r.t. the Liouville measure. We first consider a distorted Brownian motion (Xt)t0 starting from all points in 2 associated to a Dirichlet form (, D()) (see ShTr14). We show that the positive continuous additive functional (Ft)t 0 of (Xt)t 0 in the strict sense w.r.t. the Liouville distorted measure can be constructed.

0

Turn this paper into a lesson

ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.

Discussion (0)

Sign in to join the discussion.

Loading comments…