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dc.contributor.authorBurdzy, Krzysztof
dc.contributor.authorChen, Zhen-Qing
dc.date.accessioned2005-11-30T18:02:30Z
dc.date.available2005-11-30T18:02:30Z
dc.date.issued2002-08
dc.identifier.citationBurdzy, K. & Z.Q. Chen. (2002). Coalescence of synchronous couplings. Probability Theory and Related Fields, 123(4), 553-578.en
dc.identifier.urihttp://hdl.handle.net/1773/2219
dc.description.abstractWe 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.sponsorshipResearch partially supported by NSF grant DMS-0071486.en
dc.format.extent257348 bytes
dc.format.mimetypeapplication/pdf
dc.language.isoen_US
dc.publisherSpringer-Verlag GmbHen
dc.subjectReflected Brownian motionen
dc.subjectcouplingen
dc.subjectLipschitz domainen
dc.titleCoalescence of synchronous couplingsen
dc.typeArticleen


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