Coalescence of synchronous couplings

DOI10.1007/S004400200202zbMATH Open1004.60080OpenAlexW2044829501MaRDI QIDQ1849352FDOQ1849352

Authors: K. Burdzy, Zhen-Qing Chen 

Publication date: 1 December 2002

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400200202

Recommendations

• Synchronous couplings of reflected Brownian motions in smooth domains
• Coupling of multidimensional diffusions by reflection
• Simultaneous boundary hitting by coupled reflected Brownian motions
• Reflected Brownian motion in Lipschitz domains with oblique reflection
• NONCOALESCENCE OF BROWNIAN MOTION REFLECTING ON A SPHERE^*

Mathematics Subject Classification ID

Brownian motion (60J65)

Cited In (9)

• Flows generated by stochastic equations with reflection
• The hot spots conjecture on a class of domains in \(\mathbb R^n\) with \( n \geqslant 3\)
• Pathwise differentiability for SDEs in a convex polyhedron with oblique reflection
• Shy couplings
• An annihilating-branching particle model for the heat equation with average temperature zero
• Numerically Optimized Markovian Coupling and Mixing in One‐Dimensional Maps
• Electromagnetic synchronization of slip
• Spatial coupling of neutral measure-valued population models
• On Neumann eigenfunctions in lip domains

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