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A stochastic differential equation for local times of super-Brownian motion
Published 13 Sep 2023 in math.PR | (2309.06899v1)
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.
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