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    Coalescence of synchronous couplings 

    Burdzy, Krzysztof; Chen, Zhen-Qing (Springer-Verlag GmbH, 2002-08)
    We consider a pair of reflected Brownian motions in a Lipschitz planar domain starting from different points but driven by the same Brownian motion. First we construct such a pair of processes in a certain weak sense, since it is not known whether a strong solution to the Skorohod equation in Lipschitz domains exists. Then ...

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    Author
    Burdzy, Krzysztof (1)
    Chen, Zhen-Qing (1)
    Subjectcoupling (1)Lipschitz domain (1)Reflected Brownian motion (1)... View MoreDate Issued
    2002 (1)

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