Coupling polynomial Stratonovich integrals: the two-dimensional Brownian case
DOI10.1214/18-EJP150zbMath1387.60120arXiv1705.01600OpenAlexW2963080660MaRDI QIDQ1748928
Sayan Banerjee, Wilfrid S. Kendall
Publication date: 15 May 2018
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1705.01600
stochastic differential equationHeisenberg groupBrownian motionmonomialcouplingStratonovich integralelliptic diffusionhypoelliptic diffusiontotal variation distanceMarkovian couplingLévy stochastic areareflection couplingKolmogorov diffusionfaithful couplingimmersion couplingnilpotent diffusionparabolic Hörmander condition
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