Jean‐François Le Gall, Edwin Perkins
Abstract
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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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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.
Key concepts: Brownian excursion, Geometric Brownian motion, Brownian motion, Stochastic differential equation, Diffusion process, Reflected Brownian motion, Mathematics, Excursion