On the noncoalescence of a two point brownian motion reflecting on a circle

M. Cranston; Y. le Jan

Annales de l'I.H.P. Probabilités et statistiques (1989)

  • Volume: 25, Issue: 2, page 99-107
  • ISSN: 0246-0203

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Cranston, M., and Jan, Y. le. "On the noncoalescence of a two point brownian motion reflecting on a circle." Annales de l'I.H.P. Probabilités et statistiques 25.2 (1989): 99-107. <http://eudml.org/doc/77349>.

@article{Cranston1989,
author = {Cranston, M., Jan, Y. le},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Skorokhod equation; reflected Brownian motion},
language = {eng},
number = {2},
pages = {99-107},
publisher = {Gauthier-Villars},
title = {On the noncoalescence of a two point brownian motion reflecting on a circle},
url = {http://eudml.org/doc/77349},
volume = {25},
year = {1989},
}

TY - JOUR
AU - Cranston, M.
AU - Jan, Y. le
TI - On the noncoalescence of a two point brownian motion reflecting on a circle
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1989
PB - Gauthier-Villars
VL - 25
IS - 2
SP - 99
EP - 107
LA - eng
KW - Skorokhod equation; reflected Brownian motion
UR - http://eudml.org/doc/77349
ER -

References

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  1. [1] R.F. Anderson and S. Orey, Small Random Perturbations of Dynamical Systems with Reflecting Boundary, Nagoya Math. J., 60, 1976, pp. 189-216. Zbl0324.60063MR397893
  2. [2] A. Bensoussan and J.L. Lions, Diffusion Processes in Bounded Domains... Probabilistic Methods in Differential Equations, Lecture Notes in Math., No 451, Springer, 1974, pp. 8-25. Zbl0341.60043MR420884
  3. [3] H. Doss and P. Priouret, Support d'un processus de réflexion, Z.f.W., Vol. 61, 1982, pp. 327-345. Zbl0499.60083MR679678
  4. [4] P.L. Lions and S.A. Sznitman, Equations with Reflecting Boundary Conditions, C.P.A.M., vol. XXXVII, No. 4, July 1984, pp. 511-537. Zbl0598.60060
  5. [5] H.P. Mckean, Stochastic Integrals, Academic Press, New York, 1969. Zbl0191.46603MR247684
  6. [6] H. Tanaka, Stochastic Differential Equations with Reflecting Boundary Condition in convex regions, Hiroshima Math. J., Vol. 9, 1979, pp. 163-177. Zbl0423.60055MR529332

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