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On the Duality between Coalescing Brownian Motions

  Published:2005-02-01
 Printed: Feb 2005
  • Jie Xiong
  • Xiaowen Zhou
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Abstract

A duality formula is found for coalescing Brownian motions on the real line. It is shown that the joint distribution of a coalescing Brownian motion can be determined by another coalescing Brownian motion running backward. This duality is used to study a measure-valued process arising as the high density limit of the empirical measures of coalescing Brownian motions.
Keywords: coalescing Brownian motions, duality, martingale problem, measure-valued processes coalescing Brownian motions, duality, martingale problem, measure-valued processes
MSC Classifications: 60J65, 60G57 show english descriptions Brownian motion [See also 58J65]
Random measures
60J65 - Brownian motion [See also 58J65]
60G57 - Random measures
 

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