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Paper detail

On simultaneous hitting of membranes by two skew Brownian motions

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.

preprint2009arXivOpen access
Olga AryasovaAndrey Pilipenko
math.PR
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Open access2 authors1 topic
Imported metadata coverageMissing code, dataset, citation and institution fields are tracked without dominating the paper.Details
Citations: 0Reviews: 0Saves: 0Code: not linkedDataset: not linkedInstitutions: 0

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Olga AryasovaAndrey Pilipenko

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