The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest
type: Item
instance of: scholarly article
title: The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest
zbMATH Open document ID: 0954.60060
published in: The Annals of Probability
publication date: 1999-11-09T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60J55
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60J80
zbMATH DE Number: 1359656
zbMATH Keywords: branching process
zbMATH Keywords: local time
zbMATH Keywords: Brownian excursion
author: Jim Pitman
reviewed by: Alexander I. Zejfman
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1022677262
OpenAlex ID: W2013349885
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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 (DOI)
DOI: 10.1214/AOP/1022677262