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Original Articles

NONCOALESCENCE OF BROWNIAN MOTION REFLECTING ON A SPHERE*

Pages 545-554 | Published online: 15 Aug 2006

REFERENCES

  • Cranston , M. and Le , Jan Y. 1989 . On the noncoalescence of a two point Brownian motion reflecting on a circle . Ann. Inst. Henri Poincaré-Prob. et Stat. , 25 : 99 – 107 .
  • Cranston , M. and Le , Jan Y. 1989 . “ Simultaneous boundary hitting for two point reflecting Brownian motion ” . In LN in Math. 1372 234 – 238 . Springer-Verlag .
  • Lions , P. L. and Sznitman , A. S. 1984 . Stochastic differential equations with reflecting boundary conditions . Comm. Pure and Appl. Math. , 37 : 511 – 537 .
  • Sailho , Y. 1987 . Stochastic differential equations for multidimensional domain with reflecting boundary . Probab. Th. Rel. fields , 74 : 455 – 477 .
  • Tanaka , H. 1979 . Stochastic differential equations with reflecting boundary condition in convex regions . Hiroshima Math. J. , 9 : 163 – 177 .

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