Coupling time distribution asymptotics for some couplings of the Levy stochastic area (Q3078004)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Coupling time distribution asymptotics for some couplings of the Levy stochastic area |
scientific article |
Statements
18 February 2011
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Brownian motion
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co-adapted coupling
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coupling time distribution
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Dufresne formula
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exponential functional of Brownian motion
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Kolmogorov diffusion
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Levy stochastic area
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maximal coupling
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Morse-Thue sequence
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non-co-adapted coupling
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reflection coupling
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rotation coupling
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stochastic differential
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synchronous coupling
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math.PR
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