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Bibliographic Details
Main Author: Gall, Jean-François Le
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2504.15860
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Table of 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.