Coupling time distribution asymptotics for some couplings of the Lévy stochastic area (Q3078004)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5852880
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Coupling time distribution asymptotics for some couplings of the Lévy stochastic area |
scientific article; zbMATH DE number 5852880 |
Statements
18 February 2011
0 references
Brownian motion
0 references
co-adapted coupling
0 references
coupling time distribution
0 references
Dufresne formula
0 references
exponential functional of Brownian motion
0 references
Kolmogorov diffusion
0 references
Levy stochastic area
0 references
maximal coupling
0 references
Morse-Thue sequence
0 references
non-co-adapted coupling
0 references
reflection coupling
0 references
rotation coupling
0 references
stochastic differential
0 references
synchronous coupling
0 references
0.8810954093933105
0 references
0.7774502038955688
0 references
0.7663121223449707
0 references
0.7572809457778931
0 references
