{
  "id": "2309.06899",
  "version": "v1",
  "published": "2023-09-13T11:54:25.000Z",
  "updated": "2023-09-13T11:54:25.000Z",
  "title": "A stochastic differential equation for local times of super-Brownian motion",
  "authors": [
    "Jean-François Le Gall",
    "Edwin Perkins"
  ],
  "comment": "32 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2023-09-13T11:54:25.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60J55",
      "60J68",
      "60H10"
    ],
    "keywords": [
      "local times",
      "super-brownian motion",
      "explicit stochastic differential equation",
      "brownian snake",
      "excursion theory"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 32,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}