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