Multi-dimensional coupled diffusion process

DOI10.1007/BF01669678MaRDI QIDQ1063335zbMATH OpenOpenAlexFDO

Authors Min Qian, Biao Zhang

Publication date 1984

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01669678

zbMATH Keywords

diffusion semigroupelliptic operators with bounded coefficientstrajectory properties

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Transition functions, generators and resolvents (60J35) Right processes (60J40)

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(7)

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• Coupling methods for multidimensional diffusion processes
• Entropy production rate of the coupled diffusion process
• Dynamic multi-coupling coefficients
• Time coupled diffusion maps
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