Synchronous couplings of reflected Brownian motions in smooth domains

zbMath1142.60053arXivmath/0501486MaRDI QIDQ2505470

Zhen-Qing Chen, Peter W. Jones, Krzysztof Burdzy

Publication date: 26 September 2006

Published in: Illinois Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0501486

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (7)

Reflection couplings and contraction rates for diffusions ⋮ Shy couplings ⋮ Distance between two skew Brownian motions as a S.D.E. With jumps and law of the hitting time ⋮ Multiplicative functional for reflected Brownian motion via deterministic ODE ⋮ Brownian earthworm ⋮ Bouncing skew Brownian motions ⋮ Spatial coupling of neutral measure-valued population models

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