Optimal coupling of jumpy Brownian motion on the circle (Q6198958): Difference between revisions

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Latest revision as of 12:05, 27 August 2024

scientific article; zbMATH DE number 7808656
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English
Optimal coupling of jumpy Brownian motion on the circle
scientific article; zbMATH DE number 7808656

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    Optimal coupling of jumpy Brownian motion on the circle (English)
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    23 February 2024
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    co-adapted coupling
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    mirror and synchronous coupling
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    maximal coupling
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    stochastic control
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    Hamilton-Jacobi-Bellman equation
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