Coupling the Kolmogorov diffusion: maximality and efficiency considerations (Q5197394)
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scientific article; zbMATH DE number 7109531
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English | Coupling the Kolmogorov diffusion: maximality and efficiency considerations |
scientific article; zbMATH DE number 7109531 |
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Coupling the Kolmogorov diffusion: maximality and efficiency considerations (English)
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23 September 2019
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immersed coupling
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Karhunen-Loève expansion
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Kolmogorov diffusion
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Markovian coupling
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maximal coupling
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nilpotent diffusion
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optimal Markovian coupling
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reflection coupling
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synchronous coupling
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