The system will be down for regular maintenance from 8:00-10:00am PDT on April 3rd, 2024.
Coalescence of synchronous couplings
dc.contributor.author | Burdzy, Krzysztof | |
dc.contributor.author | Chen, Zhen-Qing | |
dc.date.accessioned | 2005-11-30T18:02:30Z | |
dc.date.available | 2005-11-30T18:02:30Z | |
dc.date.issued | 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.identifier.uri | http://hdl.handle.net/1773/2219 | |
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 |