A STOCHASTIC DIFFERENTIAL EQUATION FOR LOCAL TIMES OF SUPER-BROWNIAN MOTION
成果类型：
Article
署名作者：
LE Gall, JEAN-FRANcOIS; Perkins, Edwin
署名单位：
Universite Paris Saclay; University of British Columbia
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/24-AOP1707
发表日期：
2025
页码：
355-390
关键词：
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.