Maximal coupling of Euclidean Brownian motions
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Cites work
- scientific article; zbMATH DE number 635670 (Why is no real title available?)
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- scientific article; zbMATH DE number 837692 (Why is no real title available?)
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- A maximal coupling for Markov chains
- Characterization of maximal Markovian couplings for diffusion processes
- Coupling of multidimensional diffusions by reflection
- Efficient Markovian couplings: Examples and counterexamples.
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- Monotonicity of time-dependent transportation costs and coupling by reflection
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- The geometry of optimal transportation
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- A strong duality principle for equivalence couplings and total variation
- Optimal coadapted coupling for a random walk on the hyper-complete graph
- Hölder estimates for magnetic Schrödinger semigroups in \(\mathbb{R}^d\) from mirror coupling
- Optimal Markovian coupling for finite activity Lévy processes
- Coupled continuous time random maxima
- Metropolis-Hastings transition kernel couplings
- On uniqueness of maximal coupling for diffusion processes with a reflection
- Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes
- A unified approach to coupling SDEs driven by Lévy noise and some applications
- Constructing maximal germ couplings of Brownian motions with drift
- Shy and fixed-distance couplings of Brownian motions on manifolds
- Maximal Brownian motions
- Non co-adapted couplings of Brownian motions on free, step 2 Carnot groups
- Rigidity for Markovian maximal couplings of elliptic diffusions
- On maximal and distributional coupling
- Constructions of coupling processes for Lévy processes
- Using coupling methods to estimate sample quality of stochastic differential equations
- Coupling and tracking of regime-switching martingales
- Couplings of Brownian motions on \(\mathrm{SU}(2)\) and \(\mathrm{SL}(2, \mathbb{R})\)
- On the control of the difference between two Brownian motions: a dynamic copula approach
- Pairwise near-maximal grand coupling of Brownian motions
- Optimal coupling of jumpy Brownian motion on the circle
- Couplings in \(L^p\) distance of two Brownian motions and their Lévy area
- Couplings of Brownian motions of deterministic distance in model spaces of constant curvature
- Non-Markovian maximal couplings and a vertical reflection principle on a class of sub-Riemannian manifolds
- Probabilistic method to fundamental gap problems on the sphere
- Mirror and synchronous couplings of geometric Brownian motions
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