The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest (Q1807204)
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scientific article; zbMATH DE number 1359656
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| English | The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest |
scientific article; zbMATH DE number 1359656 |
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The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest (English)
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9 November 1999
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The paper describes the local time process of a Brownian excursion or reflecting Brownian bridge as a solution of stochastic differential equation (SDE). The result is a development of the deep connection between Brownian excursions and branching processes.
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branching process
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local time
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Brownian excursion
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0.7548627257347107
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