Coupling iterated {K}olmogorov diffusions (Q1767540)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Coupling iterated {K}olmogorov diffusions
scientific article

    Statements

    Coupling iterated {K}olmogorov diffusions (English)
    0 references
    0 references
    0 references
    0 references
    8 March 2005
    0 references
    A new and interesting method of co-adapted coupling for iterated Kolmogorov diffusions is introduced and successfully applied when considering iterated time integrals.
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references