Simultaneous boundary hitting for a two point reflecting brownian motion
Séminaire de probabilités de Strasbourg (1989)
- Volume: 23, page 234-238
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topCranston, Michael, and Le Jan, Yves. "Simultaneous boundary hitting for a two point reflecting brownian motion." Séminaire de probabilités de Strasbourg 23 (1989): 234-238. <http://eudml.org/doc/113676>.
@article{Cranston1989,
author = {Cranston, Michael, Le Jan, Yves},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {boundary hitting; strong solutions; Skorokhod equation on the unit disc},
language = {eng},
pages = {234-238},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Simultaneous boundary hitting for a two point reflecting brownian motion},
url = {http://eudml.org/doc/113676},
volume = {23},
year = {1989},
}
TY - JOUR
AU - Cranston, Michael
AU - Le Jan, Yves
TI - Simultaneous boundary hitting for a two point reflecting brownian motion
JO - Séminaire de probabilités de Strasbourg
PY - 1989
PB - Springer - Lecture Notes in Mathematics
VL - 23
SP - 234
EP - 238
LA - eng
KW - boundary hitting; strong solutions; Skorokhod equation on the unit disc
UR - http://eudml.org/doc/113676
ER -
References
top- [1] M. Cranston and Y. Le Jam : On the noncoalescence of a two point Brownian motion reflecting on a circle. To appear. in Ann. I.H.P. Zbl0679.60080MR1001020
- [2] S.R.S. Varadhan and R. Williams : Brownian motion in a wedge with oblique reflection. C.P.A.M. vol. XXXVIII, p. 405-444 (1985). Zbl0579.60082MR792398
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