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math.PR2017
Spectral representation of one-dimensional Liouville Brownian Motion and Liouville Brownian excursion
Xiong Jin
In this paper we apply the spectral theory of linear diffusions to study the one-dimensional Liouville Brownian Motion and Liouville Brownian excursions from a given point. As an a…
math.PR2012★ 1 cited
On exact scaling log-Infinitely divisible cascades
Julien Barral, Xiong Jin
In this paper we extend some classical results valid for canonical multiplicative cascades to exact scaling log-infinitely divisible cascades. We complete previous results on non-d…