28 citations · 28 across the 4 of their papers we have counts for
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math.PR2005
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…
math.PR2005★ 28 cited
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…
math.PR2005
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…