Coupling iterated {K}olmogorov diffusions (Q1767540)
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scientific article; zbMATH DE number 2142147
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| English | Coupling iterated {K}olmogorov diffusions |
scientific article; zbMATH DE number 2142147 |
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Coupling iterated {K}olmogorov diffusions (English)
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8 March 2005
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A new and interesting method of co-adapted coupling for iterated Kolmogorov diffusions is introduced and successfully applied when considering iterated time integrals.
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