Two Brownian particles with rank-based characteristics and skew-elastic collisions (Q2447698)

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Two Brownian particles with rank-based characteristics and skew-elastic collisions
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    Two Brownian particles with rank-based characteristics and skew-elastic collisions (English)
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    28 April 2014
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    diffusion
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    local time
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    skew Brownian motion
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    time reversal
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    Brownian motion reflected on Brownian motion
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