most citedStochastic integral representation and regularity of the density for the Exit measure of super-Brownian motion

16 citations · 28 across the 7 of their papers we have counts for

collaborators
Showing math.PRShow all

7 papers · 1 filter

math.PR20056 cited

The Hausdorff measure of stable trees

Thomas Duquesne, Jean-Francois Le Gall

We study fine properties of the so-called stable trees, which are the scaling limits of critical Galton-Watson trees conditioned to be large. In particular we derive the exact Haus…

math.PR2005

Random Trees, Levy Processes and Spatial Branching Processes

Thomas Duquesne, Jean-Francois Le Gall

We investigate the genealogical structure of general critical or subcritical continuous-state branching processes. Analogously to the coding of a discrete tree by its contour funct…

math.PR2005

Stochastic flows associated to coalescent processes III: Limit theorems

Jean Bertoin, Jean-François Le Gall

We prove several limit theorems that relate coalescent processes to continuous-state branching processes. Some of these theorems are stated in terms of the so-called generalized Fl…

math.PR200516 cited

Stochastic integral representation and regularity of the density for the Exit measure of super-Brownian motion

Jean-Francois Le Gall, Leonid Mytnik

This paper studies the regularity properties of the density of the exit measure for super-Brownian motion with (1+β)-stable branching mechanism. It establishes the continuity of th…

math.PR20054 cited

An invariance principle for conditioned trees

Jean-Francois Le Gall

We consider Galton-Watson trees associated with a critical offspring distribution and conditioned to have exactly vertices. These trees are embedded in the real line by affecti…

math.PR2005

Probabilistic and fractal aspects of Levy trees

Thomas Duquesne, Jean-Francois Le Gall

We investigate the random continuous trees called Lévy trees, which are obtained as scaling limits of discrete Galton-Watson trees. We give a mathematically precise definition of t…