Xiong, Jie; Zhou, Xiaowen On the duality between coalescing Brownian motions. (English) Zbl 1063.60118 Can. J. Math. 57, No. 1, 204-224 (2005). Summary: 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. Cited in 3 Documents MSC: 60J65 Brownian motion 60G57 Random measures Keywords:coalescing Brownian motions; duality; martingale problem; measure-valued processes PDF BibTeX XML Cite \textit{J. Xiong} and \textit{X. Zhou}, Can. J. Math. 57, No. 1, 204--224 (2005; Zbl 1063.60118) Full Text: DOI OpenURL