On the noncoalescence of a two point Brownian motion reflecting on a circle

zbMath0679.60080MaRDI QIDQ1822843

Yves Le Jan, Michael Craig Cranston

Publication date: 1989

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1989__25_2_99_0

zbMATH Keywords

Skorokhod equationreflected Brownian motion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60)

Related Items (11)

A stochastic target approach to Ricci flow on surfaces ⋮ Efficient Markovian couplings: Examples and counterexamples. ⋮ Distance between two skew Brownian motions as a S.D.E. With jumps and law of the hitting time ⋮ Multiplicative functional for reflected Brownian motion via deterministic ODE ⋮ Brownian earthworm ⋮ Noncoalescence for the Skorohod equation in a convex domain of \({\mathbb{R}}^ 2\) ⋮ Bouncing skew Brownian motions ⋮ Spatial coupling of neutral measure-valued population models ⋮ A conformal Skorokhod embedding ⋮ A metric space of discontinuous functions on the plane ⋮ Efficient Markovian couplings: Examples and counterexamples

This page was built for publication: On the noncoalescence of a two point Brownian motion reflecting on a circle