Two Brownian particles with rank-based characteristics and skew-elastic collisions (Q2447698)
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scientific article
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| English | Two Brownian particles with rank-based characteristics and skew-elastic collisions |
scientific article |
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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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0.749189019203186
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0.7456021308898926
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0.7397277355194092
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0.7281802892684937
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0.7280856370925903
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