Brownian couplings, convexity, and shyness
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Publication:1038938
DOI10.1214/ECP.v14-1417zbMath1189.60149arXiv0809.4682OpenAlexW2160227050MaRDI QIDQ1038938
Publication date: 20 November 2009
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0809.4682
convexityBrownian motioncouplingreflected Brownian motionMarkovian couplingstochastic differentialshy couplingco-adapted couplingperverse couplingreflection couplingskorokhod construction
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