Coupling of multidimensional diffusions by reflection (Q1076427)

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Coupling of multidimensional diffusions by reflection
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    Statements

    title
    Coupling of multidimensional diffusions by reflection (English)
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    author
    Torgny Lindvall
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    L. C. G. Rogers
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    publication date
    1986
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    zbMATH Keywords
    coupling method
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    one-dimensional diffusion processes
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    Brownian motion
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    reflection
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    coupling construction
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    Identifiers

    Mathematics Subject Classification ID
    60J60
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    60J65
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    60H10
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    60J45
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    60J70
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    zbMATH DE Number
    3953996
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