Simultaneous boundary hitting by coupled reflected Brownian motions
From MaRDI portal
Publication:6311405
DOI10.1214/19-ECP224arXiv1812.08355MaRDI QIDQ6311405FDOQ6311405
Authors: K. Burdzy 
Publication date: 19 December 2018
Abstract: (i) Uncountably many synchronized reflected Brownian motions can hit the boundary of a domain at the same time. (ii) Measures associated to local times of two synchronized reflected Brownian motions are mutually singular until the time when the normal vectors at the reflection locations become identical. (iii) Mirror coupled reflected Brownian motions can simultaneously hit opposite sides of a wedge at different distances from the origin.
This page was built for publication: Simultaneous boundary hitting by coupled reflected Brownian motions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6311405)
