Simultaneous boundary hitting by coupled reflected Brownian motions

DOI10.1214/19-ECP224MaRDI QIDQ2631817

Krzysztof Burdzy

Publication date: 16 May 2019

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.08355

zbMATH Keywords

couplingreflected Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65)

Cites Work

• Efficient Markovian couplings: Examples and counterexamples
• The hot spots problem in planar domains with on hole
• On the ``hot spots conjecture of J. Rauch
• Fiber Brownian motion and the ``hot spots problem
• On nodal lines of Neumann eigenfunctions
• Diffusion processes and their sample paths.
• Scaling coupling of reflecting Brownian motions and the hot spots problem
• Mirror couplings and Neumann eigenfunctions
• Stochastic differential equations with reflecting boundary conditions
• On Neumann eigenfunctions in lip domains
• Stochastic flows with reflection
• Unnamed Item

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