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
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topBarlow, 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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- [8] Karatzas, I. and Shreve, S.E. (1991), Brownian Motion and Stochastic Calculus, 2nd Edition, Springer Verlag, New York. Zbl0734.60060MR1121940
- [9] Perman, M. and Werner, W. (1997) Perturbed Brownian motions. Probab. Theory Related Fields108, 357-383. Zbl0884.60082MR1465164
- [10] Walsh, J.B. (1978), A diffusion with discontinuous local time, Temps LocauxAsterisque, 52-53, 37-45.
- [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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