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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- Couplings of Brownian motions of deterministic distance in model spaces of constant curvature
- A unified approach to coupling SDEs driven by Lévy noise and some applications
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- Probabilistic method to fundamental gap problems on the sphere
- Mirror and synchronous couplings of geometric Brownian motions
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- On uniqueness of maximal coupling for diffusion processes with a reflection
- Rigidity for Markovian maximal couplings of elliptic diffusions
- Using coupling methods to estimate sample quality of stochastic differential equations
- On maximal and distributional coupling
- Metropolis-Hastings transition kernel couplings
- Maximal Brownian motions
- Numerical computations of geometric ergodicity for stochastic dynamics
- Optimal coupling of jumpy Brownian motion on the circle
- Constructing maximal germ couplings of Brownian motions with drift
- Coupled continuous time random maxima
- Coupling and tracking of regime-switching martingales
- A strong duality principle for equivalence couplings and total variation
- Optimal coadapted coupling for a random walk on the hyper-complete graph
- Shy and fixed-distance couplings of Brownian motions on manifolds
- On the control of the difference between two Brownian motions: a dynamic copula approach
- Couplings in \(L^p\) distance of two Brownian motions and their Lévy area
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