arXiv:2309.06899 Abstract | arXiv Analytics

arXiv:2309.06899 [math.PR]Abstract References Reviews Resources

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

Published 2023-09-13Version 1

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.

Comments: 32 pages

Categories: math.PR

Subjects: 60J55, 60J68, 60H10

Keywords: local times, super-brownian motion, explicit stochastic differential equation, brownian snake, excursion theory

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