Noncoalescence for the Skorohod equation in a convex domain of \({\mathbb{R}}^ 2\) (Q910102)
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scientific article; zbMATH DE number 4138877
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| English | Noncoalescence for the Skorohod equation in a convex domain of \({\mathbb{R}}^ 2\) |
scientific article; zbMATH DE number 4138877 |
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Noncoalescence for the Skorohod equation in a convex domain of \({\mathbb{R}}^ 2\) (English)
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1990
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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.
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local time
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time change
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reflected Brownian motion
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Skorokhod equations
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0.7706639170646667
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0.7491657137870789
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0.7488587498664856
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0.7478779554367065
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