A stochastic differential equation for local times of super-Brownian motion

arXiv (Cornell University)（2023）

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摘要

We show that local times of super-Brownian motion, or of Brownian motion indexed by the Brownian tree, satisfy an explicit stochastic differential equation. Our proofs rely on both excursion theory for the Brownian snake and tools from the theory of superprocesses.

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关键词

stochastic differential equation,local times,super-brownian

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