Fluctuations of the additive martingales related to super-Brownian motion

Ting Yang

Let $(W_t(\lambda ){)}_{t\ge 0}$, parametrized by $\lambda \in \mathbb{R}$, be the additive martingale related to a supercritical super-Brownian motion on the real line and let $W_{\infty }(\lambda )$ be…