Product Martingales and Stopping Lines for Branching Brownian Motion

Brigitte Chauvin

The Annals of Probability · 1991 · 83 citations · 5 references

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Abstract

For a branching Brownian motion, a probability space of trees is defined. By analogy with stopping times on $\mathbb{R}$, stopping lines are defined to get a general branching property. We exhibit an intrinsic class of martingales which are products indexed by the elements of a stopping line. We prove that all these martingales have the same limit which we identify. Two particular cases arise: the line of particles living at time $t$ and the first crossings of a straight line whose equation is $y = at - x$ in the plane $(y,t)$.

References

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