Simultaneous boundary hitting by coupled reflected Brownian motions
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Publication:2631817
DOI10.1214/19-ECP224MaRDI QIDQ2631817FDOQ2631817
Authors: K. Burdzy 
Publication date: 16 May 2019
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1812.08355
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- Synchronous couplings of reflected Brownian motions in smooth domains
- The hitting time density for a reflected Brownian motion
- Asymptotic approximations for Brownian motion boundary hitting times
- Brownian motion hitting probabilities for general two-sided square-root boundaries
- Boundary trace of reflecting Brownian motions
Cites Work
- Stochastic differential equations with reflecting boundary conditions
- On the ``hot spots conjecture of J. Rauch
- Scaling coupling of reflecting Brownian motions and the hot spots problem
- Efficient Markovian couplings: Examples and counterexamples
- Diffusion processes and their sample paths.
- On nodal lines of Neumann eigenfunctions
- On Neumann eigenfunctions in lip domains
- Mirror couplings and Neumann eigenfunctions
- The hot spots problem in planar domains with on hole
- Fiber Brownian motion and the ``hot spots problem
- Title not available (Why is that?)
- Stochastic flows with reflection
Cited In (6)
- Synchronous couplings of reflected Brownian motions in smooth domains
- Coalescence of synchronous couplings
- Coupling of multidimensional diffusions by reflection
- Simultaneous boundary hitting by coupled reflected Brownian motions
- Title not available (Why is that?)
- Mirror and synchronous couplings of geometric Brownian motions
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