Coalescence of skew Brownian motions
Probability
2007-05-23 v1
Abstract
We prove that two skew Brownian motions with the same skewness parameter (different from 0) and driven by the same Brownian motion coalesce a.s.
Cite
@article{arxiv.math/9911136,
title = {Coalescence of skew Brownian motions},
author = {Martin Barlow and Krzysztof Burdzy and Haya Kaspi and Avi Mandelbaum},
journal= {arXiv preprint arXiv:math/9911136},
year = {2007}
}