Simultaneous boundary hitting by coupled reflected Brownian motions

Krzysztof Burdzy

doi:10.1214/19-ECP224

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Home > Journals > Electron. Commun. Probab. > Volume 24 > Article

2019 Simultaneous boundary hitting by coupled reflected Brownian motions

Krzysztof Burdzy

Electron. Commun. Probab. 24: 1-12 (2019). DOI: 10.1214/19-ECP224

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Abstract

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

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Krzysztof Burdzy. "Simultaneous boundary hitting by coupled reflected Brownian motions." Electron. Commun. Probab. 24 1 - 12, 2019. https://doi.org/10.1214/19-ECP224

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Received: 20 December 2018; Accepted: 1 April 2019; Published: 2019

First available in Project Euclid: 12 April 2019

zbMATH: 07055626

MathSciNet: MR3940197

Digital Object Identifier: 10.1214/19-ECP224

Subjects:

Primary: 60J65

Keywords: coupling , reflected Brownian motion

Rights: Creative Commons Attribution 4.0 International License.

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Electron. Commun. Probab.

Vol.24 • 2019

Institute of Mathematical Statistics and Bernoulli Society

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Krzysztof Burdzy "Simultaneous boundary hitting by coupled reflected Brownian motions," Electronic Communications in Probability, Electron. Commun. Probab. 24(none), 1-12, (2019)

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