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Browsing EPrint Collection - Mathematics by Subject "excursion theory"

Browsing EPrint Collection - Mathematics by Subject "excursion theory"

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  • 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 ...
  • 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 ...

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