Simultaneous boundary hitting by coupled reflected Brownian motions

Electronic Communications in Probability

Krzysztof Burdzy¹ 

关键词: reflected Brownian motion;    coupling;   

DOI  :  10.1214/19-ECP224

学科分类：统计和概率

来源: Institute of Mathematical Statistics

【 摘 要 】

Mirror coupled reflected Brownian motions can simultaneously hit opposite sides of a wedge at different distances from the origin.

【 授权许可】

CC BY