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On the noncoalescence of a two point Brownian motion reflecting on a circle

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Publication:1822843
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zbMath0679.60080MaRDI QIDQ1822843

Yves Le Jan, Michael Craig Cranston

Publication date: 1989

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1989__25_2_99_0

zbMATH Keywords

Skorokhod equationreflected Brownian motion


Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60)


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