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
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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.
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*Research partially supported by National Science Council, ROC.
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Keywords:
Reflected brownian motion;
Boundary local time;
It 's formula;
AMS Subject Classification: 60J65
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's formula;
AMS Subject Classification: 60J65
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