The area of spheres in the Brownian plane
Fuente:
arXiv
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| Format: | Preprint |
| Publié: |
2025
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| _version_ | 1866913931579097088 |
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| author | Gall, Jean-François Le |
| author_facet | Gall, Jean-François Le |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2504_15860 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | The area of spheres in the Brownian plane Gall, Jean-François Le Probability 60D05, 60J68 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. |
| title | The area of spheres in the Brownian plane |
| topic | Probability 60D05, 60J68 |
| url | https://arxiv.org/abs/2504.15860 |