Rigidity for Markovian maximal couplings of elliptic diffusions

DOI10.1007/s00440-016-0706-4zbMath1374.60148arXiv1412.2647OpenAlexW1879309187WikidataQ59614413 ScholiaQ59614413MaRDI QIDQ2359738

Sayan Banerjee, Wilfrid S. Kendall

Publication date: 22 June 2017

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.2647

zbMATH Keywords

Killing vector fieldmaximal couplingMarkovian couplingreflection couplingmaximally symmetric space

Mathematics Subject Classification ID

Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65) Foundations of stochastic processes (60G05)

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