The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest
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.
scientific article; zbMATH DE number 1359656
scientific article