Coalescence of skew Brownian motions

arxiv: math/9911136 · v1 · submitted 1999-11-18 · 🧮 math.PR

Martin Barlow , Krzysztof Burdzy , Haya Kaspi , Avi Mandelbaum This is my paper

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keywords brownianmotionssameskewcoalescecoalescencedifferentdriven

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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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