Geodesic
On the Duality between Coalescing Brownian Motions
Canadian journal of mathematics, Tome 57 (2005) no. 1, pp. 204-224

Voir la notice de l'article provenant de la source Cambridge University Press

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.
DOI : 10.4153/CJM-2005-009-2
Mots-clés : 60J65, 60G57, coalescing Brownian motions, duality, martingale problem, measure-valued processes 
Xiong, Jie; Zhou, Xiaowen. On the Duality between Coalescing Brownian Motions. Canadian journal of mathematics, Tome 57 (2005) no. 1, pp. 204-224. doi: 10.4153/CJM-2005-009-2
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