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    • Coalescence of skew Brownian motions 

      Burdzy, Krzysztof; Barlow, Martin T.; Kaspi, Haya; Mandelbaum, Avi (Springer-Verlag, 2001)
      The purpose of this short note is to prove almost sure coalescence of two skew Brownian motions starting from different initial points, assuming that they are driven by the same Brownian motion. The result is very simple ...
    • On the time and direction of stochastic bifurcation 

      Burdzy, Krzysztof; Frankel, David M.; Pauzner, Ady (Elsevier, 1998)
      This paper is a mathematical companion to an article introducing a new economics model, by Burdzy, Frankel and Pauzner (1997). The motivation of this paper is applied, but the results may have some mathematical interest ...