Simultaneous boundary hitting by coupled reflected Brownian motions
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Cites work
- scientific article; zbMATH DE number 18218 (Why is no real title available?)
- Diffusion processes and their sample paths.
- Efficient Markovian couplings: Examples and counterexamples
- Fiber Brownian motion and the ``hot spots problem
- Mirror couplings and Neumann eigenfunctions
- On Neumann eigenfunctions in lip domains
- On nodal lines of Neumann eigenfunctions
- On the ``hot spots conjecture of J. Rauch
- Scaling coupling of reflecting Brownian motions and the hot spots problem
- Stochastic differential equations with reflecting boundary conditions
- Stochastic flows with reflection
- The hot spots problem in planar domains with on hole
Cited in
(6)- scientific article; zbMATH DE number 140540 (Why is no real title available?)
- Mirror and synchronous couplings of geometric Brownian motions
- Simultaneous boundary hitting by coupled reflected Brownian motions
- Coalescence of synchronous couplings
- Synchronous couplings of reflected Brownian motions in smooth domains
- Coupling of multidimensional diffusions by reflection
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