Coalescence of skew Brownian motions

Details Coalescence of skew Brownian motions Coalescence of skew Brownian motions

1999-11-18

arxiv.org/abs/math/9911136v1

Mathematics

Probability

Scientific paper

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.

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