Coalescence of skew brownian motions

Martin T. Barlow; Krzysztof Burdzy; Haya Kaspi; Avi Mandelbaum

Séminaire de probabilités de Strasbourg (2001)

  • Volume: 35, page 202-205

How to cite

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Barlow, Martin T., et al. "Coalescence of skew brownian motions." Séminaire de probabilités de Strasbourg 35 (2001): 202-205. <http://eudml.org/doc/114062>.

@article{Barlow2001,
author = {Barlow, Martin T., Burdzy, Krzysztof, Kaspi, Haya, Mandelbaum, Avi},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {perturbed Brownian motion; almost sure coalescence; variably skewed Brownian motion},
language = {eng},
pages = {202-205},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Coalescence of skew brownian motions},
url = {http://eudml.org/doc/114062},
volume = {35},
year = {2001},
}

TY - JOUR
AU - Barlow, Martin T.
AU - Burdzy, Krzysztof
AU - Kaspi, Haya
AU - Mandelbaum, Avi
TI - Coalescence of skew brownian motions
JO - Séminaire de probabilités de Strasbourg
PY - 2001
PB - Springer - Lecture Notes in Mathematics
VL - 35
SP - 202
EP - 205
LA - eng
KW - perturbed Brownian motion; almost sure coalescence; variably skewed Brownian motion
UR - http://eudml.org/doc/114062
ER -

References

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  1. [1] Barlow, M., Burdzy, K., Kaspi, H. and Mandelbaum, A. (1999), Variably skewed Brownian motion (preprint) Zbl0949.60090MR1752008
  2. [2] Burdzy, K. and Chen, Z.-Q. (1999) Local time flow related to skew Brownian motion (preprint) MR1880238
  3. [3] Chaumont, L. and Doney, R.A. (1999) Pathwise uniqueness for perturbed versions of Brownian motion and reflected Brownian motion. Probab. Theory Related Fields113, 519-534. Zbl0945.60082MR1717529
  4. [4] Doney, R.A.Some calculations for perturbed Brownian motion. Séminaire de Probabilités, XXXII, 231-236, Lecture Notes in Math., 1686, Springer, Berlin, 1998. Zbl0911.60067MR1655296
  5. [5] Doney, R.A., Warren, J. and Yor, M.Perturbed Bessel processes. Séminaire de Probabilités, XXXII, 237-249, Lecture Notes in Math., 1686, Springer, Berlin, 1998. Zbl0924.60039MR1655297
  6. [6] Harrison, J.M.and Shepp, L.A. (1981), On skew Brownian motion, Ann. Probab.9 (2), 309-313. Zbl0462.60076MR606993
  7. [7] Itô, K. and McKean, H.P. (1965), Diffusion Processes and Their Sample Paths, Springer, New York. Zbl0127.09503
  8. [8] Karatzas, I. and Shreve, S.E. (1991), Brownian Motion and Stochastic Calculus, 2nd Edition, Springer Verlag, New York. Zbl0734.60060MR1121940
  9. [9] Perman, M. and Werner, W. (1997) Perturbed Brownian motions. Probab. Theory Related Fields108, 357-383. Zbl0884.60082MR1465164
  10. [10] Walsh, J.B. (1978), A diffusion with discontinuous local time, Temps LocauxAsterisque, 52-53, 37-45. 
  11. [11] Werner, W.Some remarks on perturbed reflecting Brownian motion. Séminaire de Probabilités, XXIX, 37-43, Lecture Notes in Math., 1613, Springer, Berlin, 1995. Zbl0835.60072MR1459447

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