28 citations · 46 across the 2 of their papers we have counts for
3 papers
math.PR2005★ 18 cited
A characterization of the infinitely divisible squared Gaussian processes
Nathalie Eisenbaum, Haya Kaspi
We show that, up to multiplication by constants, a Gaussian process has an infinitely divisible square if and only if its covariance is the Green function of a transient Markov pro…
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.PR1999
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.