Reflection and coalescence between independent one-dimensional Brownian paths
By Florin Soucaliuc, B. Tóth, Wendelin Werner. 2000
77 citations recorded by the source corpus.
Subfields: Finance, Mathematical Physics
View Paper: https://www.semanticscholar.org/paper/4e13f4198195195eb6a9b308bc82594edf87fe45
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In Finance
In Mathematical Physics
Citations in the corpus
- Dyson's Brownian motions, intertwining and interlacing (2005, methodology): “In fact by the same argument as Lemma 6 in Soucaliuc, Toth and Werner, [19] pathwise uniqueness holds, and hence the law of ( X,Y ) is uniquely determined.”
- The Brownian Web: Characterization and Convergence (2003, background): “Much of the construction of the BW (but without convergence results) was already done in the groundbreaking work of Arratia [4, 5] (see also [6, 19]) and then in the work of Tóth and Werner [26] who derived many important properties of the BW (see also [25] and [28]; in the latter reference, the BW ”