Electronic Communications in Probability

Simultaneous boundary hitting by coupled reflected Brownian motions

Krzysztof Burdzy

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Mirror coupled reflected Brownian motions can simultaneously hit opposite sides of a wedge at different distances from the origin.

Article information

Electron. Commun. Probab., Volume 24 (2019), paper no. 22, 12 pp.

Received: 20 December 2018
Accepted: 1 April 2019
First available in Project Euclid: 12 April 2019

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 60J65: Brownian motion [See also 58J65]

reflected Brownian motion coupling

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Burdzy, Krzysztof. Simultaneous boundary hitting by coupled reflected Brownian motions. Electron. Commun. Probab. 24 (2019), paper no. 22, 12 pp. doi:10.1214/19-ECP224. https://projecteuclid.org/euclid.ecp/1555034600

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