scientific article; zbMATH DE number 18218

MaRDI QIDQ3975581zbMATH OpenFDO

Authors Michael Craig Cranston, Yves Le Jan

Publication date 26 June 1992

Full work available at URL http://www.numdam.org/item?id=SPS_1989__23__234_0, https://eudml.org/doc/113676

zbMATH Keywords

boundary hittingSkorokhod equation on the unit discstrong solutions

Mathematics Subject Classification ID

Brownian motion (60J65)

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(8)

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• Simultaneous boundary hitting by coupled reflected Brownian motions
• On simultaneous hitting of membranes by two skew Brownian motions
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• Noncoalescence for the Skorohod equation in a convex domain of \({\mathbb{R}}^ 2\)
• Brownian motion hitting probabilities for general two-sided square-root boundaries

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