Coalescence of skew Brownian motions

Thumbnail Image

Date

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Description

We prove that two skew Brownian motions with the same skewness parameter (different from 0) and driven by the same Brownian motion coalesce a.s.

Keywords

Probability, 60G17; 60J65

Citation

URI

http://salesiana.dossiersoluciones.com/handle/123456789/79430

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/9911136
 http://arxiv.org/abs/math/9911136

Collections

arXiv