Brownian couplings, convexity, and shyness (Q1038938)

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Brownian couplings, convexity, and shyness
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    title
    Brownian couplings, convexity, and shyness (English)
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    DOI
    10.1214/ECP.v14-1417
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    author
    Wilfrid S. Kendall
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    publication date
    20 November 2009
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    zbMATH DE Number
    5636450
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    zbMATH Keywords
    Brownian motion
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    co-adapted coupling
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    convexity
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    coupling
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    Markovian coupling
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    perverse coupling
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    reflected Brownian motion
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    reflection coupling
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    shy coupling
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    skorokhod construction
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    stochastic differential
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    arXiv ID
    0809.4682
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    OpenAlex ID
    W2160227050
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