28 citations · 28 across the 4 of their papers we have counts for
8 papers
Shy couplings
Itai Benjamini, Krzysztof Burdzy, Zhen-Qing Chen
A pair of Markov processes is called a Markov coupling if both processes have the same transition probabilities and the pair is also a Markov process. We say that a coupling is ``s…
Lenses in Skew Brownian Flow
Krzysztof Burdzy, Haya Kaspi
We consider a stochastic flow in which individual particles follow skew Brownian motions, with each one of these processes driven by the same Brownian motion. One does not have uni…
Synchronous couplings of reflected Brownian motions in smooth domains
Krzysztof Burdzy, Zhen-Qing Chen, Peter Jones
For every bounded planar domain with a smooth boundary, we define a `Lyapunov exponent' using a fairly explicit formula. We consider two reflected Brownian motions in $D…
The "hot spots" problem in planar domains with one hole
Krzysztof Burdzy
There exists a planar domain with piecewise smooth boundary and one hole such that the second eigenfunction for the Laplacian with Neumann boundary conditions attains its maximum a…
Super-Brownian motion with reflecting historical paths
Krzysztof Burdzy, Jean-Francois Le Gall
We consider super-Brownian motion whose historical paths reflect from each other, unlike those of the usual historical super-Brownian motion. We prove tightness for the family of d…
Coalescence of skew Brownian motions
Martin Barlow, Krzysztof Burdzy, Haya Kaspi +1
We prove that two skew Brownian motions with the same skewness parameter (different from 0) and driven by the same Brownian motion coalesce a.s.