Coupling methods for multidimensional diffusion processes
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Publication:1262623
DOI10.1214/aop/1176991501zbMath0686.60083OpenAlexW2070893852MaRDI QIDQ1262623
Publication date: 1989
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176991501
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60) Probabilistic potential theory (60J45) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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