Over the years, there have been people who posted their personal stroller was taken. DD seems to be a hot spot, but it's not that common in the parks.
Besides marking it, one suggestion people have had if they want to make their stroller less easy to steal, but still easy to use is to place a lock on it in a way that prevents it from being folded, but doesn't prevent you from using it. That way, if someone does try to take it, they won't be able to fold it to put it on the bus or parking lot trams.