arXiv · math/9911136
Coalescence of skew Brownian motions
Abstract
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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Martin Barlow, Krzysztof Burdzy, Haya Kaspi, Avi Mandelbaum. 1999-11-18. Coalescence of skew Brownian motions. https://arxiv.org/abs/math/9911136
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