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Noncoalescence for the Skorohod equation in a convex domain of \({\mathbb{R}}^ 2\). (English) Zbl 0695.60056

Given a convex domain of \({\mathbb{R}}^ 2\), we show that a.s. the paths of two solutions of the Skorokhod equations driven by the same Brownian motion but starting at different points do not meet at the same time.

MSC:

60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
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