The purpose of this short note is to prove almost sure coalescence of two skew Brownian motions starting from dierent initial points, assuming that they are driven by the same Brownian motion. The result is very simple but we would like to record it in print as it has already become the foundation of a research project of Burdzy and Chen (1999). Our theorem is a by-product of an investigation of variably skewed Brownian motion, see Barlow et al. (1999). Our result and methods are related to those presented in a paper on \perturbed Brownian motion " by Chaumon
Abstract. We present a duality relation between two systems of coalescing random walks and an analog...
This note concerns distributions of Skew Brownian motion with dry friction and its occupation time. ...
AbstractWe consider an infinite system of particles characterized by their position and mass, in whi...
The purpose of this short note is to prove almost sure coalescence of two skew Brownian motions star...
In this paper, we consider two skew Brownian motions, driven by the same Brownian motion, with diffe...
27 pagesIn this paper, we consider two skew Brownian motions, driven by the same Brownian motion, wi...
We consider two skew Brownian motions, driven by the same Brownian motion, with different startingpo...
Abstract: This article summarizes the various ways one may use to con-struct the Skew Brownian motio...
The coalescing Brownian flow on R is a process which was introduced by Arratia (1979) and Tóth and ...
We consider an infinite system of particles characterized by their position and mass, in which coale...
An interacting particle system is constructed in which a collection of independent Brownian motions ...
In this article, we derive the explicit transition density functions of skew Brownian motion (SBM in...
International audienceThis article is devoted to the construction of a solution for the "skew inhomo...
We present a duality relation between two systems of coalescing random walks and an analogous dualit...
In this paper, a class of statistics based on high frequency observations of oscillating and skew Br...
Abstract. We present a duality relation between two systems of coalescing random walks and an analog...
This note concerns distributions of Skew Brownian motion with dry friction and its occupation time. ...
AbstractWe consider an infinite system of particles characterized by their position and mass, in whi...
The purpose of this short note is to prove almost sure coalescence of two skew Brownian motions star...
In this paper, we consider two skew Brownian motions, driven by the same Brownian motion, with diffe...
27 pagesIn this paper, we consider two skew Brownian motions, driven by the same Brownian motion, wi...
We consider two skew Brownian motions, driven by the same Brownian motion, with different startingpo...
Abstract: This article summarizes the various ways one may use to con-struct the Skew Brownian motio...
The coalescing Brownian flow on R is a process which was introduced by Arratia (1979) and Tóth and ...
We consider an infinite system of particles characterized by their position and mass, in which coale...
An interacting particle system is constructed in which a collection of independent Brownian motions ...
In this article, we derive the explicit transition density functions of skew Brownian motion (SBM in...
International audienceThis article is devoted to the construction of a solution for the "skew inhomo...
We present a duality relation between two systems of coalescing random walks and an analogous dualit...
In this paper, a class of statistics based on high frequency observations of oscillating and skew Br...
Abstract. We present a duality relation between two systems of coalescing random walks and an analog...
This note concerns distributions of Skew Brownian motion with dry friction and its occupation time. ...
AbstractWe consider an infinite system of particles characterized by their position and mass, in whi...