On collisions of Brownian particles

DOI10.1214/09-AAP641zbMath1235.60111arXiv0810.2149MaRDI QIDQ988761

Ioannis Karatzas, Tomoyuki Ichiba

Publication date: 18 August 2010

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0810.2149

zbMATH Keywords

effective dimension; reflected Brownian motion; Atlas model; triple collisions

Mathematics Subject Classification ID

60J65: Brownian motion

60G44: Martingales with continuous parameter

60G17: Sample path properties

Related Items

Hybrid Atlas models

Cites Work

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