On the duality between coalescing Brownian motions

Canadian Journal of Mathematics

Volumn 57, Issue 1, 2005, Pages 204-224

  Xiong, Jie ^a,b   Zhou, Xiaowen ^c  

^a UNIVERSITY OF ALBERTA   (Canada)

^b UNIVERSITY OF TENNESSEE   (United States)

^c Gina Cody School of Engineering and Computer Science   (Canada)

Author keywords

Coalescing Brownian motions; Duality; Martingale problem; Measure valued processes

Indexed keywords

EID: 14544278769     PISSN: 0008414X     EISSN: None     Source Type: Journal    
DOI: 10.4153/CJM-2005-009-2     Document Type: Article

References (13)

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