Noncoalescence for the Skorohod equation in a convex domain of \({\mathbb{R}}^ 2\) (Q910102): Difference between revisions

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Property / cites work: Small Random perturbation of dynamical systems with reflecting boundary / rank
 
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Property / cites work: On the noncoalescence of a two point Brownian motion reflecting on a circle / rank
 
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Property / cites work: Support d'un processus de r�flexion / rank
 
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Property / cites work: Stochastic differential equations with reflecting boundary conditions / rank
 
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Property / cites work: Stochastic differential equations with reflecting boundary condition in convex regions / rank
 
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Latest revision as of 13:46, 20 June 2024

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Noncoalescence for the Skorohod equation in a convex domain of \({\mathbb{R}}^ 2\)
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    Noncoalescence for the Skorohod equation in a convex domain of \({\mathbb{R}}^ 2\) (English)
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    1990
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    Given a convex domain of \({\mathbb{R}}^ 2\), we show that a.s. the paths of two solutions of the Skorokhod equations driven by the same Brownian motion but starting at different points do not meet at the same time.
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    local time
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    time change
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    reflected Brownian motion
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    Skorokhod equations
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