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Noncoalescence for the Skorohod equation in a convex domain of ℝ2
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  • Published: June 1990

Noncoalescence for the Skorohod equation in a convex domain of ℝ2

  • M. Cranston1 &
  • Y. Le Jan2 

Probability Theory and Related Fields volume 87, pages 241–252 (1990)Cite this article

  • 115 Accesses

  • 13 Citations

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Summary

Given a convex domain of ℝ2, we show that a.s the paths of two solutions of the Skorohod equations driven by the same Brownian motion but starting at different points do not meet at the same time.

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Author information

Authors and Affiliations

  1. Department of Mathematics, University of Rochester, 14627, Rochester, NY, USA

    M. Cranston

  2. Laboratoire de Probabilités, Université Paris VI, 4, place Jussieu, Tour 56, 3ème étage, F-75252, Paris cedex 05, France

    Y. Le Jan

Authors
  1. M. Cranston
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  2. Y. Le Jan
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Cite this article

Cranston, M., Le Jan, Y. Noncoalescence for the Skorohod equation in a convex domain of ℝ2 . Probab. Th. Rel. Fields 87, 241–252 (1990). https://doi.org/10.1007/BF01198431

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  • Received: 12 February 1990

  • Revised: 24 July 1990

  • Issue Date: June 1990

  • DOI: https://doi.org/10.1007/BF01198431

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Keywords

  • Stochastic Process
  • Brownian Motion
  • Probability Theory
  • Mathematical Biology
  • Convex Domain
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