Noncoalescence for the Skorohod equation in a convex domain of \({\mathbb{R}}^ 2\) (Q910102)
From MaRDI portal
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
