ResearchWorks Archive

Browsing Mathematics, Department of by Subject "Markov process"

Browsing Mathematics, Department of by Subject "Markov process"

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  • Burdzy, Krzysztof; Chen, Zhen-Qing (Institute of Mathematical Statistics, 2001-10)
    We define a local time flow of skew Brownian motions, i.e., a family of solutions to the stochastic differential equation defining the skew Brownian motion, starting from different points but driven by the same Brownian ...
  • Benjamini, Itai; Burdzy, Krzysztof; Chen, Zhen-Qing (2005)
    A pair (X; Y) of Markov processes is called a Markov coupling if X and Y have the same transition probabilities and (X;Y) is a Markov process. We say that a coupling is "shy" if there exists a (random) [Epsilon] > 0 such ...

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