Noncoalescence for the Skorohod equation in a convex domain of \({\mathbb{R}}^ 2\) (Q910102): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Small Random perturbation of dynamical systems with reflecting boundary / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On the noncoalescence of a two point Brownian motion reflecting on a circle / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Support d'un processus de r�flexion / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Stochastic differential equations with reflecting boundary conditions / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Stochastic differential equations with reflecting boundary condition in convex regions / rank | |||
Normal rank | |||
Latest revision as of 14:46, 20 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Noncoalescence for the Skorohod equation in a convex domain of \({\mathbb{R}}^ 2\) |
scientific article |
Statements
Noncoalescence for the Skorohod equation in a convex domain of \({\mathbb{R}}^ 2\) (English)
0 references
1990
0 references
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.
0 references
local time
0 references
time change
0 references
reflected Brownian motion
0 references
Skorokhod equations
0 references
