Mirror and synchronous couplings of geometric Brownian motions (Q2434755): Difference between revisions

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Property / arXiv ID: 1304.1999 / rank
 
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Latest revision as of 07:50, 7 July 2024

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Mirror and synchronous couplings of geometric Brownian motions
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    Mirror and synchronous couplings of geometric Brownian motions (English)
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    7 February 2014
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    mirror and synchronous coupling
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    coupling time
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    geometric Brownian motions
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    efficient coupling
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    optimal coupling
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    Bellman's principle
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