Spectral representation of one-dimensional Liouville Brownian motion and Liouville Brownian excursion
Xiong Jin
University of Manchester, UK
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Abstract
In this paper we apply Krein's spectral theory of linear diffusions to study the one-dimensional Liouville Brownian motion and Liouville Brownian excursions from a given point. As an application we estimate the fractal dimensions of level sets of one-dimensional Liouville Brownian motion as well as various probabilistic asymptotic behaviours of Liouville Brownian motion and Liouville Brownian excursions.
Cite this article
Xiong Jin, Spectral representation of one-dimensional Liouville Brownian motion and Liouville Brownian excursion. J. Fractal Geom. 11 (2024), no. 1/2, pp. 85–109
DOI 10.4171/JFG/138