Noncoalescence for the Skorohod equation in a convex domain of ℝ2

M. Cranston; Y. Le Jan

doi:10.1007/BF01198431

Noncoalescence for the Skorohod equation in a convex domain of ℝ²

M. Cranston, Y. Le Jan

Mathematics

Research output: Contribution to journal › Article › peer-review

Abstract

Given a convex domain of ℝ², we show that a.s the paths of two solutions of the Skorohod equations driven by the same Brownian motion but starting at different points do not meet at the same time.

Original language	English (US)
Pages (from-to)	241-252
Number of pages	12
Journal	Probability Theory and Related Fields
Volume	87
Issue number	2
DOIs	https://doi.org/10.1007/BF01198431
State	Published - Jun 1990

ASJC Scopus subject areas

Analysis
Statistics and Probability
Statistics, Probability and Uncertainty

Access to Document

10.1007/BF01198431

Cite this

@article{2865b6f33461422ea656c77f66f092e9,

title = "Noncoalescence for the Skorohod equation in a convex domain of ℝ2",

abstract = "Given a convex domain of ℝ2, we show that a.s the paths of two solutions of the Skorohod equations driven by the same Brownian motion but starting at different points do not meet at the same time.",

author = "M. Cranston and {Le Jan}, Y.",

year = "1990",

month = jun,

doi = "10.1007/BF01198431",

language = "English (US)",

volume = "87",

pages = "241--252",

journal = "Probability Theory and Related Fields",

issn = "0178-8051",

publisher = "Springer New York",

number = "2",

}

TY - JOUR

T1 - Noncoalescence for the Skorohod equation in a convex domain of ℝ2

AU - Cranston, M.

AU - Le Jan, Y.

PY - 1990/6

Y1 - 1990/6

N2 - Given a convex domain of ℝ2, we show that a.s the paths of two solutions of the Skorohod equations driven by the same Brownian motion but starting at different points do not meet at the same time.

AB - Given a convex domain of ℝ2, we show that a.s the paths of two solutions of the Skorohod equations driven by the same Brownian motion but starting at different points do not meet at the same time.

UR - http://www.scopus.com/inward/record.url?scp=0000114043&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0000114043&partnerID=8YFLogxK

U2 - 10.1007/BF01198431

DO - 10.1007/BF01198431

M3 - Article

AN - SCOPUS:0000114043

SN - 0178-8051

VL - 87

SP - 241

EP - 252

JO - Probability Theory and Related Fields

JF - Probability Theory and Related Fields

IS - 2

ER -

Noncoalescence for the Skorohod equation in a convex domain of ℝ²

Abstract

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this