Coupling the Kolmogorov diffusion: maximality and efficiency considerations (Q5197394): Difference between revisions

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+Müntz linear transforms of Brownian motion
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+Extreme value theory for stochastic integrals of Legendre polynomials
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+Poisson boundary of a relativistic diffusion
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+Rigidity for Markovian maximal couplings of elliptic diffusions
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+Q4839095
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+Efficient Markovian couplings: Examples and counterexamples
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+Stochastic Equations in Infinite Dimensions
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+Maximal coupling
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+A maximal coupling for Markov chains
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+Integrated Brownian motion, conditioned to be positive
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+Optimally Coupling the Kolmogorov Diffusion, and Related Optimal Control Problems
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+On the area under a continuous time Brownian motion till its first-passage time
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+Coupling all the Lévy stochastic areas of multidimensional Brownian motion
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+Coupling time distribution asymptotics for some couplings of the Levy stochastic area
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+Coupling, local times, immersions
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+Coupling iterated {K}olmogorov diffusions
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+Q3128639
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+Characterization of maximal Markovian couplings for diffusion processes
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+A winding problem for a resonator driven by a white noise
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+On coupling of Markov chains
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+Normal rank
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+Faithful couplings of Markov chains: Now equals forever
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+A Gibbs sampler on the \(n\)-simplex
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+Q4713929
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+Shift-coupling in continuous time
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+Computing the covariance of two Brownian area integrals
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+Two inequalities for iterated stochastic integrals
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