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Volumn 123, Issue 4, 2002, Pages 553-578

Coalescence of synchronous couplings

Author keywords

Coupling; Lipschitz domain; Reflected Brownian motion

Indexed keywords


EID: 0036025132     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s004400200202     Document Type: Article
Times cited : (18)

References (16)
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    • Bañuelos, R., Burdzy, K.: On the "hot spots" conjecture of J. Rauch. J. Func. Anal., 164, 1-33 (1999)
    • (1999) J. Func. Anal. , vol.164 , pp. 1-33
    • Bañuelos, R.1    Burdzy, K.2
  • 4
    • 0001584203 scopus 로고
    • Some potential theory for reflecting Brownian motion in Hölder and Lipschitz domains
    • Bass, R., Hsu, P.: Some potential theory for reflecting Brownian motion in Hölder and Lipschitz domains. Ann. Probab., 19, 486-508 (1991)
    • (1991) Ann. Probab. , vol.19 , pp. 486-508
    • Bass, R.1    Hsu, P.2
  • 5
    • 0034422275 scopus 로고    scopus 로고
    • Pathwise uniqueness for reflecting Brownian motion in Euclidean domains
    • Bass, R., Hsu, E.P.: Pathwise uniqueness for reflecting Brownian motion in Euclidean domains. Probab. Theory Related Fields, 117, 183-200 (2000)
    • (2000) Probab. Theory Related Fields , vol.117 , pp. 183-200
    • Bass, R.1    Hsu, E.P.2
  • 8
    • 0034398147 scopus 로고    scopus 로고
    • Efficient Markovian couplings: Examples and counterexamples
    • Burdzy, K., Kendall, W.: Efficient Markovian couplings: examples and counterexamples. Ann. Appl. Probab., 10, 362-409 (2000)
    • (2000) Ann. Appl. Probab. , vol.10 , pp. 362-409
    • Burdzy, K.1    Kendall, W.2
  • 9
    • 21144477966 scopus 로고
    • On reflecting diffusion processes and Skorokhod decompositions
    • Chen, Z.-Q.: On reflecting diffusion processes and Skorokhod decompositions. Probab. Theory Rel. Fields, 94, 281-315 (1993)
    • (1993) Probab. Theory Rel. Fields , vol.94 , pp. 281-315
    • Chen, Z.-Q.1
  • 10
    • 0013298536 scopus 로고
    • On the noncoalescence of a two point Brownian motion reflecting on a circle
    • Cranston, M., Le Jan, Y.: On the noncoalescence of a two point Brownian motion reflecting on a circle. Ann. Inst. H. Poincaré, Prob. Stat., 25, 99-107 (1989)
    • (1989) Ann. Inst. H. Poincaré, Prob. Stat. , vol.25 , pp. 99-107
    • Cranston, M.1    Le Jan, Y.2
  • 12
    • 0001985427 scopus 로고
    • On Lipschitz continuity of the solution mapping to the Skorokhod problem, with applications
    • Dupuis, P., Ishii H.: On Lipschitz continuity of the solution mapping to the Skorokhod problem, with applications. Stochastics, 35, 31-62 (1991)
    • (1991) Stochastics , vol.35 , pp. 31-62
    • Dupuis, P.1    Ishii, H.2
  • 14
    • 0001680091 scopus 로고
    • Continuity of solutions of parabolic and elliptic equations
    • Nash, J.: Continuity of solutions of parabolic and elliptic equations. Amer. J. Math., 80, 931-954 (1958)
    • (1958) Amer. J. Math. , vol.80 , pp. 931-954
    • Nash, J.1
  • 15
    • 0000576153 scopus 로고
    • Diffusion semigroups corresponding to uniformly elliptic divergence form operators
    • Springer-Verlag
    • Stroock, D.W.: Diffusion semigroups corresponding to uniformly elliptic divergence form operators. Lect. Notes Math., 1321, 316-347, Springer-Verlag, 1988
    • (1988) Lect. Notes Math. , vol.1321 , pp. 316-347
    • Stroock, D.W.1
  • 16
    • 84972567558 scopus 로고
    • On a martingale method for symmetric diffusion processes and its applications
    • Takeda, M.: On a martingale method for symmetric diffusion processes and its applications. Osaka J. Math., 26, 605-623 (1989)
    • (1989) Osaka J. Math. , vol.26 , pp. 605-623
    • Takeda, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.