The area of spheres in the Brownian plane
成果类型：
Article; Early Access
署名作者：
Le Gall, Jean-Francois
署名单位：
Universite Paris Saclay
刊物名称：
PROBABILITY THEORY AND RELATED FIELDS
ISSN/ISSBN：
0178-8051
DOI：
10.1007/s00440-025-01419-z
发表日期：
2025
关键词：
摘要：
We consider the area of spheres centered at the distinguished point in the Brownian plane. As a function of the radius, the resulting process has continuously differentiable sample paths. Furthermore, the pair consisting of the process and its derivative is time-homogeneous Markov and satisfies an explicit stochastic differential equation.