On simultaneous hitting of membranes by two skew Brownian motions

Details On simultaneous hitting of membranes by two skew Brownian motions On simultaneous hitting of membranes by two skew Brownian motions

2009-06-09

arxiv.org/abs/0906.1695v1

Mathematics

Probability

Theory of Stochastic Processes, 2009, N1, to appear

Scientific paper

We consider two depending Wiener processes which have membranes at zero with different permeability coefficients. Starting from different points, the processes almost surely do not meet at any fixed point except that where membranes are situated. The necessary and sufficient conditions for the meeting of the processes are found. It is shown that the probability of meeting is equal to zero or one.

Affiliated with

Also associated with

No associations

Rating

On simultaneous hitting of membranes by two skew Brownian motions does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with On simultaneous hitting of membranes by two skew Brownian motions, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and On simultaneous hitting of membranes by two skew Brownian motions will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-64929