Noncoalescence for the Skorohod equation in a convex domain of \({\mathbb{R}}^ 2\) (Q910102): Difference between revisions
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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: Stochastic differential equations with reflecting boundary conditions / rank | |||
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Latest revision as of 13:46, 20 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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