Coalescence of skew Brownian motions

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dc.creatorBarlow, Martin
dc.creatorBurdzy, Krzysztof
dc.creatorKaspi, Haya
dc.creatorMandelbaum, Avi
dc.date1999-11-18
dc.date.accessioned2026-07-07T05:31:40Z
dc.date.available2026-07-07T05:31:40Z
dc.descriptionWe prove that two skew Brownian motions with the same skewness parameter (different from 0) and driven by the same Brownian motion coalesce a.s.
dc.identifierhttps://arxiv.org/abs/math/9911136
dc.identifierhttp://arxiv.org/abs/math/9911136
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/79430
dc.subjectProbability
dc.subject60G17; 60J65
dc.titleCoalescence of skew Brownian motions
dc.typetext

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