Noncoalescence for the Skorohod equation in a convex domain of R^ 2

DOI10.1007/BF01198431zbMATH Open0695.60056MaRDI QIDQ910102FDOQ910102

Michael Craig Cranston, Yves Le Jan

Publication date: 1990

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

zbMATH Keywords

local timereflected Brownian motiontime changeSkorokhod equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

• Stochastic differential equations with reflecting boundary condition in convex regions
• Stochastic differential equations with reflecting boundary conditions
• On the noncoalescence of a two point Brownian motion reflecting on a circle
• Small Random perturbation of dynamical systems with reflecting boundary
• Support d'un processus de r�flexion

Cited In (12)

• Asymptotic irrelevance of initial conditions for Skorohod reflection mapping on the nonnegative orthant
• Flows generated by stochastic equations with reflection
• Pathwise uniqueness for a SDE with non-Lipschitz coefficients.
• A stochastic target approach to Ricci flow on surfaces
• Efficient Markovian couplings: Examples and counterexamples.
• Reflection couplings and contraction rates for diffusions
• Efficient Markovian couplings: Examples and counterexamples
• Brownian earthworm
• Path collapse for multidimensional Brownian motion with rebirth
• Multiplicative functional for reflected Brownian motion via deterministic ODE
• Integration of Brownian vector fields.
• Spatial coupling of neutral measure-valued population models

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