On uniqueness of maximal coupling for diffusion processes with a reflection
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Publication:2471127
DOI10.1007/s10959-007-0087-9zbMath1137.60043arXivmath/0701372OpenAlexW2018154870MaRDI QIDQ2471127
Publication date: 18 February 2008
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0701372
Related Items (8)
Rigidity for Markovian maximal couplings of elliptic diffusions ⋮ Coupling in the Heisenberg group and its applications to gradient estimates ⋮ Monotonicity of time-dependent transportation costs and coupling by reflection ⋮ Maximal coupling of Euclidean Brownian motions ⋮ Couplings in \(L^p\) distance of two Brownian motions and their Lévy area ⋮ Shy and fixed-distance couplings of Brownian motions on manifolds ⋮ Optimal coupling of jumpy Brownian motion on the circle ⋮ Optimal Coadapted Coupling for a Random Walk on the Hyper-Complete Graph
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