Abstract

Let $X_1$ and $X_2$ be two independent Hunt processes which take values in a metric space and have the same transition density functions with respect to a reference measure. We describe explicit conditions on the transition density functions so that $X_1$ and $X_2$ have collisions with positive probability or with probability one or do not have any collision. The applications to Lévy processes, diffusions driven by s.d.e.'s and Brownian motions on fractals are exhibited.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.