Coupling of multidimensional diffusions by reflection
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Publication:1076427
DOI10.1214/AOP/1176992442zbMath0593.60076OpenAlexW1984501203MaRDI QIDQ1076427
L. C. G. Rogers, Torgny Lindvall
Publication date: 1986
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176992442
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60) Probabilistic potential theory (60J45) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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