CMS/SMC
Canadian Mathematical Society
www.cms.math.ca
Canadian Mathematical Society
  location:  Publicationsjournals
Publications        
Search results

Search: All articles in the CJM digital archive with keyword measure-valued processes

  Expand all        Collapse all Results 1 - 1 of 1

1. CJM 2005 (vol 57 pp. 204)

Xiong, Jie; Zhou, Xiaowen
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

© Canadian Mathematical Society, 2014 : http://www.cms.math.ca/