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1. CJM 2005 (vol 57 pp. 204)
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On the Duality between Coalescing Brownian Motions 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 Categories:60J65, 60G57 |