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The area of spheres in the Brownian plane (2504.15860v1)
Published 22 Apr 2025 in math.PR
Abstract: 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.
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