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Coalescence of synchronous couplings

Show simple item record Burdzy, Krzysztof Chen, Zhen-Qing 2005-11-30T18:02:30Z 2005-11-30T18:02:30Z 2002-08
dc.identifier.citation Burdzy, K. & Z.Q. Chen. (2002). Coalescence of synchronous couplings. Probability Theory and Related Fields, 123(4), 553-578. en
dc.description.abstract 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 we prove that the distance between the two processes converges to zero with probability one if the domain has a polygonal boundary or it is a "lip domain," i.e., a domain between the graphs of two Lipschitz functions with Lipschitz constants strictly less than 1. en
dc.description.sponsorship Research partially supported by NSF grant DMS-0071486. en
dc.format.extent 257348 bytes
dc.format.mimetype application/pdf
dc.language.iso en_US
dc.publisher Springer-Verlag GmbH en
dc.subject Reflected Brownian motion en
dc.subject coupling en
dc.subject Lipschitz domain en
dc.title Coalescence of synchronous couplings en
dc.type Article en

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