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NONCOALESCENCE OF BROWNIAN MOTION REFLECTING ON A SPHERE 1 * 

Author: Shey Shiung Sheu a
Affiliation:   a Department of Mathematics, National Tsing Hua University, Hsinchu, Taiwan
DOI: 10.1081/SAP-100002101
Publication Frequency: 6 issues per year
Published in: journal Stochastic Analysis and Applications, Volume 19, Issue 4 June 2001 , pages 545 - 554
Formats available: HTML (English) : PDF (English)
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Abstract

In this paper, we will show that two particles starting from different positions and driven by the same Brownian motion reflecting normally on a sphere will never meet. If their initial positions are inside a ball, they will hit the boundary simultaneously in a finite time.
1 *Research partially supported by National Science Council, ROC.
Keywords: Reflected brownian motion; Boundary local time; Itocirc's formula; AMS Subject Classification: 60J65
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