The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest

DOI10.1214/aop/1022677262zbMath0954.60060OpenAlexW2013349885MaRDI QIDQ1807204

Jim W. Pitman

Publication date: 9 November 1999

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1022677262

zbMATH Keywords

Brownian excursionbranching processlocal time

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Local time and additive functionals (60J55)

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