Now showing items 1-3 of 3

    • 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 ...
    • A probabilistic proof of the boundary Harnack principle 

      Burdzy, Krzysztof; Bass, Richard F. (Birkhauser Boston, Inc., 1990)
      The main purpose of this paper is to give a probabilistic proof of Theorem 1.1, one using elementary properties of Brownian motion. We also obtain the fact that the Martin boundary equals the Euclidean boundary as an easy ...
    • Uniqueness for reflecting Brownian motion in lip domains 

      Burdzy, Krzysztof; Bass, Richard F.; Chen, Zhen-Qing (Elsevier, 2005-03)
      A lip domain is a Lipschitz domain where the Lipschitz constant is strictly less than one. We prove strong existence and pathwise uniqueness for the solution X = {X [subscript] t, t [is less than or equal to] 0} to the ...